Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE

ISSN： 1387-0874

Source： Statistical Inference for Stochastic Processes, Vol.13, Iss.2, 2010-06, pp. : 147-161

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

On differentiability with respect to the initial data of the solution to an SDE with a Lévy noise and discontinuous coefficients

By Aryasova Olga Pilipenko Andrey

Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 86, Iss. 4, 2014-07 ,pp. : 643-654

Taylor & Francis Ltd

Access to resources Recommend Favorite

The Jacobi Field of a Lévy Process

By Berezansky Yu. M.

Ukrainian Mathematical Journal, Vol. 55, Iss. 5, 2003-05 ,pp. : 853-858

Springer Publishing Company

Access to resources Recommend Favorite

Classical Method of Moments for Partially and Discretely Observed Ergodic Models

By Masuda Hiroki

Statistical Inference for Stochastic Processes, Vol. 8, Iss. 1, 2005-01 ,pp. : 25-50

Springer Publishing Company

Access to resources Recommend Favorite

Donsker's Delta Function of Lévy Process

By Lee Y-J. Shih H-H.

Acta Applicandae Mathematicae, Vol. 63, Iss. 1-3, 2000-09 ,pp. : 219-231

Springer Publishing Company

Access to resources Recommend Favorite

A Stochastic Process Generated by the Lévy Laplacian

By Saitô K.

Acta Applicandae Mathematicae, Vol. 63, Iss. 1-3, 2000-09 ,pp. : 363-373

Springer Publishing Company

Access to resources Recommend Favorite