Local asymptotic normality for Student-Lévy processes under high-frequency sampling (Q5384665)
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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 |
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Local asymptotic normality for Student-Lévy processes under high-frequency sampling (English)
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24 June 2019
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Lévy process
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Student \(t\) distribution
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high-frequency sampling
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local asymptotic normality
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Monte Carlo expectation-maximization
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