Local asymptotic normality for Student-Lévy processes under high-frequency sampling (Q5384665): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Lévy matters IV. Estimation for discretely observed Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3288488 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the likelihood function of small time variance Gamma Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fisher's Information for Discretely Sampled Lvy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniform LAN property of locally stable L\'{e}vy process observed at high frequency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2767616 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139463 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4844339 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation methods for the multivariate \(t\) distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Singularity of Fisher Information Matrix for Stochastic Processes Under High Frequency Sampling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4793620 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some results of Cufaro Petroni about Student t-processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation of Student-Lévy processes using series representations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3083979 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4486401 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4892262 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on the Optimal Addition of Abscissas to Quadrature Formulas of Gauss and Lobatto Type / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simplex Method for Function Minimization / rank
 
Normal rank

Latest revision as of 15:50, 19 July 2024

scientific article; zbMATH DE number 7072659
Language Label Description Also known as
English
Local asymptotic normality for Student-Lévy processes under high-frequency sampling
scientific article; zbMATH DE number 7072659

    Statements

    Local asymptotic normality for Student-Lévy processes under high-frequency sampling (English)
    0 references
    0 references
    0 references
    24 June 2019
    0 references
    Lévy process
    0 references
    Student \(t\) distribution
    0 references
    high-frequency sampling
    0 references
    local asymptotic normality
    0 references
    Monte Carlo expectation-maximization
    0 references

    Identifiers