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contributor authorJacod, Jean - Podolskij, Mark
date accessioned2020-03-11T01:45:13Z
date available2020-03-11T01:45:13Z
date issued2013
identifier issn0090-5364
identifier othereuclid.aos.1383661268.pdf
identifier urihttps://libsearch.um.ac.ir:443/fum/handle/fum/375381?locale-attribute=en&show=full
formatgeneral
languageEnglish
publisherThe Institute of Mathematical Statistics
titleA test for the rank of the volatility process: The random perturbation approach
typeJournal Paper
contenttypeMetadata Only
identifier padid2414197
subject keywordsCentral limit theorem
subject keywordshigh frequency data
subject keywordshomoscedasticity testing
subject keywordsIto semimartingales
subject keywordsrank estimation
subject keywordsstable convergence
identifier doi10.1214/13-AOS1153
journal titleThe Annals of Statistics
journal volume41
journal issue5
filesize377121
citations0


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