Fisher's Information for Discretely Sampled Lvy Processes (Q3521267)

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Fisher's Information for Discretely Sampled Lvy Processes
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    title
    Fisher's Information for Discretely Sampled Lvy Processes (English)
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    author
    Yacine Aït-Sahalia
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    Jean Jacod
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    published in
    Econometrica
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    publication date
    21 August 2008
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    Mathematics Subject Classification ID
    62M05
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    62F12
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    60G51
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    62M09
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    zbMATH DE Number
    5314818
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    zbMATH Keywords
    Lévy process
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    jumps
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    rate of convergence
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    optimal estimation
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    Poisson process
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