Drift burst test statistic in the presence of infinite variation jumps (Q6171672)
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scientific article; zbMATH DE number 7726180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift burst test statistic in the presence of infinite variation jumps |
scientific article; zbMATH DE number 7726180 |
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Drift burst test statistic in the presence of infinite variation jumps (English)
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14 August 2023
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test statistic
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Ito semimartingale
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infinite variation jumps
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jump activity index
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asymptotic behavior
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