An Improved Test for Continuous Local Martingales

DOI10.1080/03610926.2013.788709zbMath1337.60079OpenAlexW1995078842WikidataQ59200168 ScholiaQ59200168MaRDI QIDQ2792264

David A. Rolls, Owen Dafydd Jones

Publication date: 8 March 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.788709

zbMATH Keywords

hypothesis testinghigh-frequency dataforeign exchangejump-diffusion processestime-changed Brownian motioncontinuous local martingales

Mathematics Subject Classification ID

Related Items (1)

Crossings states and sets of states in random walks

Cites Work

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