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Testing for jumps in processes with integral fractional part and
  jump-robust inference on the Hurst exponent
v1v2 (latest)

Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent

2 May 2023
M. Bibinger
Michael Sonntag
ArXiv (abs)PDFHTML

Papers citing "Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent"

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