Jacod, J., & Podolskij, M. (2013). A test for the rank of the volatility process: The random perturbation approach. The annals of statistics, 41(5), .
Chicago Style (17th ed.) CitationJacod, Jean, and Mark Podolskij. "A Test for the Rank of the Volatility Process: The Random Perturbation Approach." The Annals of Statistics 41, no. 5 (2013).
MLA (9th ed.) CitationJacod, Jean, and Mark Podolskij. "A Test for the Rank of the Volatility Process: The Random Perturbation Approach." The Annals of Statistics, vol. 41, no. 5, 2013.
Warning: These citations may not always be 100% accurate.