Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944)
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| English | Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process |
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Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (English)
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6 March 2019
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asymptotic mixed normality
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high-frequency sampling
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locally stable Lévy process
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stable quasi-likelihood function
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stochastic differential equations
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0.8678366541862488
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0.8475594520568848
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0.8300765752792358
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0.8219856023788452
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0.81526118516922
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