Testing and detecting jumps based on a discretely observed process
Yingying Fan; Jianqing Fan
| Year of publication: |
2011
|
|---|---|
| Authors: | Fan, Yingying ; Fan, Jianqing |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 164.2011, 2, p. 331-344
|
| Subject: | Theorie | Theory | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009301902