Rate-optimal tests for jumps in diffusion processes
type: Item
instance of: scholarly article
title: Rate-optimal tests for jumps in diffusion processes
zbMATH Open document ID: 1416.62457
author: Taesuk Lee
author: Mico Loretan
author: Werner Ploberger
published in: Statistical Papers
publication date: 2013-11-11T00:00:00Z
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6224845
zbMATH Keywords: financial econometrics
zbMATH Keywords: high-frequency data
zbMATH Keywords: jumps
zbMATH Keywords: likelihood ratio test
MaRDI profile type: Publication
full work available at URL: s00362-013-0541-y
OpenAlex ID: W2046534000
cites work: Testing for jumps in a discretely observed process
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cites work: Q5624436
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DOI: 10.1007/S00362-013-0541-Y
description: scientific article; zbMATH DE number 6224845