Lack of Fit Test for Infinite Variation Jumps at High Frequencies (Q4626679)
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scientific article; zbMATH DE number 7030914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lack of Fit Test for Infinite Variation Jumps at High Frequencies |
scientific article; zbMATH DE number 7030914 |
Statements
Lack of Fit Test for Infinite Variation Jumps at High Frequencies (English)
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28 February 2019
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infinite activity jumps
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infinite variation jumps
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Itô semimartingale
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Brownian motion
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