Jarque-Bera normality test for the driving Levy process of a discretely observed univariate SDE
書誌事項
- タイトル
- Jarque-Bera normality test for the driving Levy process of a discretely observed univariate SDE
- 著者
- Sangyeol Lee, Hiroki Masuda
- 公開日
- 2010
- 資源種別
- journal article
収録刊行物
-
- Statistical Inference for Stochastic Processes
-
Statistical Inference for Stochastic Processes 13 147-161, 2010