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Jacod, Jean

Statistics Math-Net.Ru
Presentations: 2

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Website: https://www.lpsm.paris/pageperso/jacod/

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Presentations in Math-Net.Ru
1. Testing for the Markov property in a high-frequency setting
Jean Jacod, Ya. Ait-Sahalia
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 20, 2021 12:00   
2. High-frequency statistics for a semimartingale with jump activity varying with time
J. Jacod
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev
October 14, 2019 09:40   

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