Parametric Estimation of Lévy Processes (Q2786963)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6545106
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parametric Estimation of Lévy Processes |
scientific article; zbMATH DE number 6545106 |
Statements
Parametric Estimation of Lévy Processes (English)
0 references
24 February 2016
0 references
asymptotic normality
0 references
convergence of moments
0 references
estimating function
0 references
Fisher information matrix
0 references
Lévy process
0 references
likelihood inference
0 references
(locally) stable Lévy process
0 references
