Testing and detecting jumps based on a discretely observed process (Q738031)
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scientific article; zbMATH DE number 6616781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and detecting jumps based on a discretely observed process |
scientific article; zbMATH DE number 6616781 |
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Testing and detecting jumps based on a discretely observed process (English)
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12 August 2016
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jump diffusion process
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test for jumps
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high frequency
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stable convergence
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false discovery rate
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