Parametric Estimation of Lévy Processes (Q2786963)

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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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