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

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Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
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    Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (English)
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    13 October 2009
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    efficient estimation
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    gamma subordinator
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    high-frequency sampling
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    inverse-Gaussian subordinator
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    optimal rate
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