Drift burst test statistic in a pure jump semimartingale model
Year of publication: |
[2022]
|
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Authors: | Mancini, Cecilia |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Martingal | Martingale | Statistische Methodenlehre | Statistical theory |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.3998560 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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