Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (Q734414): Difference between revisions

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+Q3785142
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+Asymptotic inference in Levy processes of the discontinuous type
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+Inference for gamma and stable processes
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+A note on estimation for gamma and stable processes
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+Parametric Estimation for Subordinators and Induced OU Processes
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+Generating Random Variates Using Transformations with Multiple Roots
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+Ruin probabilities and decompositions for general perturbed risk processes.
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+Uniform asymptotic normality of the maximum likelihood estimator
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+Asymptotic Statistics
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