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dc.contributor.author
Podolskij, Mark
dc.contributor.author
Ziggel, D.
dc.date.accessioned
2017-06-09T08:43:33Z
dc.date.available
2017-06-09T08:43:33Z
dc.date.issued
2010
dc.identifier.issn
1387-0874
dc.identifier.issn
1572-9311
dc.identifier.other
10.1007/s11203-009-9037-8
dc.identifier.uri
http://hdl.handle.net/20.500.11850/28244
dc.language.iso
en
dc.publisher
Springer
dc.subject
Central limit theorem
dc.subject
High-frequency data
dc.subject
Microstructure noise
dc.subject
Semimartingale theory
dc.subject
Tests for jumps
dc.subject
Truncated power variation
dc.title
New tests for jumps in semimartingale models
dc.type
Journal Article
ethz.journal.title
Statistical inference for stochastic processes
ethz.journal.volume
13
ethz.journal.issue
1
ethz.journal.abbreviated
Stat. inference stoch. process.
ethz.pages.start
15
ethz.pages.end
41
ethz.notes
Received 13 June 2008, Accepted 26 October 2009.
ethz.identifier.nebis
002083782
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03288 - Embrechts, Paul
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02000 - Departement Mathematik / Department of Mathematics::02003 - Professuren Reine Mathematik::03288 - Embrechts, Paul
ethz.date.deposited
2017-06-09T08:43:59Z
ethz.source
ECIT
ethz.identifier.importid
imp59364d864f8d034811
ethz.ecitpid
pub:47298
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-14T17:33:15Z
ethz.rosetta.lastUpdated
2017-07-14T17:33:15Z
ethz.rosetta.versionExported
true
ethz.COinS
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