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A test for the rank of the volatility process: the random perturbation approach

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Bibliographische Detailangaben
Hauptverfasser: Jacod, Jean (VerfasserIn) , Podolskij, Mark (VerfasserIn)
Dokumenttyp: Article (Journal)
Sprache:Englisch
Veröffentlicht: 2013
In: The annals of statistics
Year: 2013, Jahrgang: 41, Heft: 5, Pages: 2391-2427
ISSN:2168-8966
Online-Zugang:Resolving-System, Volltext: http:dx.doi.org/10.1214/13-AOS1153
Volltext
Verfasserangaben:Jean Jacod and Mark Podolskij

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