On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555): Difference between revisions

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+Fisher's Information for Discretely Sampled Lvy Processes
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+Processes of Meixner type
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+Simulation and Estimation of the Meixner Distribution
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+On layered stable processes
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+Likelihood ratio gradient estimation for Meixner distribution and Lévy processes
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+Q3288488
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+Asymptotics in statistics: some basic concepts
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+Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
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+Tempering stable processes
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+Q4937701
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+Lévy processes, polynomials and martingales
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+Asymptotic Statistics
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