Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944)

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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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