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

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Details 詳細情報について

  • CRID
    1010000782056378013
  • Article Type
    journal article
  • Data Source
    • KAKEN

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