Nonparametric Transition-Based Tests for Jump Diffusions
Year of publication: |
2009
|
---|---|
Authors: | Aït-Sahalia, Yacine ; Fan, Jianqing ; Peng, Heng |
Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 104.2009, 487, p. 1102-1116
|
Publisher: |
American Statistical Association |
Saved in:
freely available
Saved in favorites
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