Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes (Q2931879)
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scientific article; zbMATH DE number 6374898
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| English | Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes |
scientific article; zbMATH DE number 6374898 |
Statements
Averaging the Local Characteristics Brings a Semimartingale with Independent Increments Closer to Lévy Processes (English)
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28 November 2014
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semimartingale
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process with independent increments
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Lévy process
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binary statistical experiment
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\(f\)-divergence
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density process
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triplet of local characteristics
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0.9184216260910034
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0.7657739520072937
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0.751487135887146
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