Asymptotic theory for estimating the parameters of a Levy process (Q1167500)

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Asymptotic theory for estimating the parameters of a Levy process
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    Asymptotic theory for estimating the parameters of a Levy process (English)
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    1982
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    consistency
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    asymptotic normality
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    maximum likelihood estimators
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    Levy process of discontinuous type
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    Levy measure
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