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

Sangyeol Lee () and Hiroki Masuda ()

Statistical Inference for Stochastic Processes, 2010, vol. 13, issue 2, 147-161

Keywords: Jarque–Bera test; Lévy process; Stochastic differential equation; 62M02; 62F05 (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s11203-010-9043-x

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