Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The null hypothesis of common jumps in case of irregular and
  asynchronous observations   This paper proposes novel tests for the absence of jumps in a univariate
semimartingale and for the absence of common jumps in a bivariate
semimartingale. Our methods rely on ratio statistics of power variations based
on irregular observations, sampled at different frequencies. We develop central
limit theorems for the statistics under the respective null hypotheses and
apply bootstrap procedures to assess the limiting distributions. Further we
define corrected statistics to improve the finite sample performance.
Simulations show that the test based on our corrected statistic yields good
results and even outperforms existing tests in the case of regular
observations.

11
The categories of this paper are: hep-lat
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
6
The categories of this paper are: astro-ph
8
The categories of this paper are: hep-ex
21
The categories of this paper are: adap-org
15
The categories of this paper are: nucl-ex
3
The categories of this paper are: physics
36
The categories of this paper are: cmp-lg
17
The categories of this paper are: q-fin
27
The categories of this paper are: comp-gas
14
The categories of this paper are: math-ph
22
The categories of this paper are: chao-dyn
29
The categories of this paper are: funct-an
26
The categories of this paper are: bayes-an
23
The categories of this paper are: solv-int