Video library: Jean Jacod, Ya. Ait-Sahalia, Testing for the Markov property in a high-frequency setting

VIDEO LIBRARY


International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods) May 20, 2021 12:00, online

Testing for the Markov property in a high-frequency setting Jean Jacod^a, Ya. Ait-Sahalia^b ^a Paris VI University ^b Princeton University
https://youtu.be/hOF-YEK32mc Language: English