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~person:"Mancini, Cecilia"
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Mancini, Cecilia
Dudoit, Sandrine
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Drift burst
test
statistic
in the presence of infinite variation jumps
Mancini, Cecilia
-
2022
Persistent link: https://www.econbiz.de/10013535744
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Drift burst
test
statistic
in a pure jump semimartingale model
Mancini, Cecilia
-
2021
Persistent link: https://www.econbiz.de/10013347728
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