Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes (Q2322684)
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scientific article; zbMATH DE number 7101679
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| English | Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes |
scientific article; zbMATH DE number 7101679 |
Statements
Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes (English)
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5 September 2019
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Lévy processes
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relative error
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sequential estimation
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worst case efficiency
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\(\varepsilon\)-\(\alpha\)-approximation
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confidence estimation
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0.86700046
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0.85232717
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0.8517203
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0.8515003
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