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2110.00363
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Inference on the maximal rank of time-varying covariance matrices using high-frequency data
1 October 2021
M. Reiß
Lars Winkelmann
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ArXiv (abs)
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Papers citing
"Inference on the maximal rank of time-varying covariance matrices using high-frequency data"
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Title
Non-asymptotic statistical test of the diffusion coefficient of stochastic differential equations
A. Melnykova
Patricia Reynaud-Bouret
Adeline M. M. Samson
47
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0
20 Jul 2023
1