Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for local distributions at high sampling frequencies: a bootstrap approach |
scientific article |
Statements
Inference for local distributions at high sampling frequencies: a bootstrap approach (English)
0 references
17 February 2020
0 references
bootstrap inference
0 references
high-frequency data
0 references
Itô semimartingales
0 references
Kolmogorov-Smirnov test
0 references
stable processes
0 references
von-Mises statistics
0 references
0 references
0 references
0 references
0 references
0 references
