Pages that link to "Item:Q5263967"
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The following pages link to On the likelihood function of small time variance Gamma Lévy processes (Q5263967):
Displayed 6 items.
- ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density (Q2218841) (← links)
- Cusping, transport and variance of solutions to generalized Fokker–Planck equations (Q4977133) (← links)
- Optimal statistical inference for subdiffusion processes (Q5052738) (← links)
- Local asymptotic normality for Student-Lévy processes under high-frequency sampling (Q5384665) (← links)
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
- Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density (Q6141441) (← links)