A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series

Detalhes bibliográficos
Autor(a) principal: WILLIAM GONZALO ROJAS DURAN
Data de Publicação: 2019
Tipo de documento: Tese
Título da fonte: Portal de Dados Abertos da CAPES
Texto Completo: https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=7634644
id BRCRIS_66203b63c16c313ff428b496762ddb94
network_acronym_str CAPES
network_name_str Portal de Dados Abertos da CAPES
dc.title.pt-BR.fl_str_mv A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
title A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
spellingShingle A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
Cramér-von Mise
Cramér von Mises
WILLIAM GONZALO ROJAS DURAN
title_short A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
title_full A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
title_fullStr A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
title_full_unstemmed A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
title_sort A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series
topic Cramér-von Mise
Cramér von Mises
publishDate 2019
format doctoralThesis
url https://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=7634644
author_role author
author WILLIAM GONZALO ROJAS DURAN
author_facet WILLIAM GONZALO ROJAS DURAN
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/2698611876361800
dc.contributor.advisor1.fl_str_mv Pedro Alberto Morettin
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/1532548827466292
dc.publisher.none.fl_str_mv UNIVERSIDADE DE SÃO PAULO
publisher.none.fl_str_mv UNIVERSIDADE DE SÃO PAULO
instname_str UNIVERSIDADE DE SÃO PAULO
dc.publisher.program.fl_str_mv ESTATÍSTICA
dc.description.course.none.fl_txt_mv ESTATÍSTICA
reponame_str Portal de Dados Abertos da CAPES
collection Portal de Dados Abertos da CAPES
spelling CAPESPortal de Dados Abertos da CAPESA Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time seriesA Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time seriesA Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time seriesA Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time seriesA Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time seriesA Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time seriesA Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time seriesCramér-von Mise2019doctoralThesishttps://sucupira.capes.gov.br/sucupira/public/consultas/coleta/trabalhoConclusao/viewTrabalhoConclusao.jsf?popup=true&id_trabalho=7634644authorWILLIAM GONZALO ROJAS DURANhttp://lattes.cnpq.br/2698611876361800Pedro Alberto Morettinhttp://lattes.cnpq.br/1532548827466292UNIVERSIDADE DE SÃO PAULOUNIVERSIDADE DE SÃO PAULOUNIVERSIDADE DE SÃO PAULOESTATÍSTICAESTATÍSTICAPortal de Dados Abertos da CAPESPortal de Dados Abertos da CAPES
identifier_str_mv DURAN, WILLIAM GONZALO ROJAS. A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series. 2019. Tese.
dc.identifier.citation.fl_str_mv DURAN, WILLIAM GONZALO ROJAS. A Cramér-von Mises-type test statistic for identifying jumps variations in high-frequency time series. 2019. Tese.
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