Parametric Estimation of Lévy Processes (Q2786963)
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English | Parametric Estimation of Lévy Processes |
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Parametric Estimation of Lévy Processes (English)
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24 February 2016
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asymptotic normality
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convergence of moments
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estimating function
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Fisher information matrix
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Lévy process
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likelihood inference
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(locally) stable Lévy process
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