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Testing for common arrivals of jumps for discretely observed multidimensional processes - MaRDI portal

Testing for common arrivals of jumps for discretely observed multidimensional processes (Q2388981)

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Testing for common arrivals of jumps for discretely observed multidimensional processes
scientific article

    Statements

    title
    Testing for common arrivals of jumps for discretely observed multidimensional processes (English)
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    author
    Jean Jacod
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    Viktor Todorov
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    publication date
    22 July 2009
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    zbMATH Keywords
    common jumps
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    discrete sampling
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    high-frequency data
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    Identifiers

    DOI
    10.1214/08-AOS624
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    Mathematics Subject Classification ID
    62M07
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    60F05
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    62F05
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    62M05
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    60H10
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    60H15
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    zbMATH DE Number
    5582011
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    arXiv ID
    0908.1847
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    OpenAlex ID
    W2116596244
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