A method for checking efficiency of estimators in statistical models driven by Lévy’s noise (Q2817041): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1090/tpms/978 / rank
 
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Latest revision as of 12:16, 12 July 2024

scientific article
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A method for checking efficiency of estimators in statistical models driven by Lévy’s noise
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    A method for checking efficiency of estimators in statistical models driven by Lévy’s noise (English)
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    29 August 2016
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    asymptotic efficiency
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    local asymptotic normality
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    Lévy processes
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    stochastic differential equations
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