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An improved test for continuous local martingales

Rolls, David A. and Jones, Owen 2015. An improved test for continuous local martingales. Communications in Statistics - Theory and Methods 44 (13) , pp. 2674-2688. 10.1080/03610926.2013.788709

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Item Type: Article
Date Type: Publication
Status: Published
Schools: Mathematics
Subjects: Q Science > QA Mathematics
Publisher: Taylor & Francis
ISSN: 0361-0926
Date of Acceptance: 15 March 2013
Last Modified: 04 Jun 2017 09:40
URI: http://orca.cf.ac.uk/id/eprint/98059

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