Testing for pure-jump processes for high-frequency data

DOI10.1214/14-AOS1298zbMath1312.62101arXiv1504.00461MaRDI QIDQ2343966

Xin-Bing Kong, Zhi Liu, Bing-Yi Jing

Publication date: 11 May 2015

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.00461

zbMATH Keywords

integrated volatilityItō semimartingalepure-jump processrealized characteristic function

Mathematics Subject Classification ID

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