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

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International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 20, 2021 12:00–12:50, 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

*Video records:*
	MP4	253.5 Mb

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