Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request

Search Results

Filter
  • 1-10 of  29 results for ""Hypothesis testing""
Item request has been placed! ×
Item request cannot be made. ×
loading  Processing Request
Academic Journal

Volatility estimation and jump detection for drift–diffusion processes

Subjects: Diffusion process; Nonzero drift; Finite sample theory

  • Source: ISSN: 0304-4076 ; Journal of Econometrics ; https://amu.hal.science/hal-02909690 ; Journal of Econometrics, 2020, 217 (2), pp.259-290. ⟨10.1016/j.jeconom.2019.12.004⟩.

Record details

×
Academic Journal

The fast iterated bootstrap

Subjects: Bootstrap iteration Fast iterated bootstrap; bootstrap iteration; fast iterated bootstrap

  • Source: ISSN: 0304-4076 ; Journal of Econometrics ; https://amu.hal.science/hal-02965001 ; Journal of Econometrics, 2020, 218 (2), pp.451-475. ⟨10.1016/j.jeconom.2020.04.025⟩.

Record details

×
  • 1-10 of  29 results for ""Hypothesis testing""