Testing for pure-jump processes for high-frequency data

The Annals of Statistics 2015 / 04 Vol. 43; Iss. 2

Testing for pure-jump processes for high-frequency data

Kong, Xin-Bing, Liu, Zhi, Jing, Bing-Yi
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Volume:
43
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/14-AOS1298
Date:
April, 2015
File:
PDF, 755 KB
english, 2015
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