A test for the rank of the volatility process: the random perturbation approach
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| Main Authors: | , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2013
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| In: |
The annals of statistics
Year: 2013, Volume: 41, Issue: 5, Pages: 2391-2427 |
| ISSN: | 2168-8966 |
| Online Access: | Resolving-System, Volltext: http:dx.doi.org/10.1214/13-AOS1153
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| Author Notes: | Jean Jacod and Mark Podolskij |
| Item Description: | Gesehen am 29.11.2013 |
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| Physical Description: | Online Resource |
| ISSN: | 2168-8966 |