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Jarque-Bera normality test for the driving Levy process of a discretely observed univariate SDE
Bibliographic Information
- Title
- Jarque-Bera normality test for the driving Levy process of a discretely observed univariate SDE
- Author
- Sangyeol Lee, Hiroki Masuda
Journal
-
- Statistical Inference for Stochastic Processes
-
Statistical Inference for Stochastic Processes 13 147-161, 2010
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Details 詳細情報について
-
- CRID
- 1010000782056378013
-
- Article Type
- journal article
-
- Data Source
-
- KAKEN