Quasi-likelihood ratio test for jump-diffusion processes based on adaptive maximum likelihood inference

Fuente: arXiv

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Bibliographic Details
Main Authors:	Nishikawa, Hiromasa, Kawai, Tetsuya, Uchida, Masayuki
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2502.17058