Uniform LAN property of locally stable Lévy process observed at high frequency (Q3465409)
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scientific article; zbMATH DE number 6534086
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| English | Uniform LAN property of locally stable Lévy process observed at high frequency |
scientific article; zbMATH DE number 6534086 |
Statements
21 January 2016
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locally stable Lévy process
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high-frequency sampling
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uniform LAN property
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likelihood function
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regular statistical experiment
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0.8459751605987549
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0.826377809047699
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0.8053113222122192
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0.802393913269043
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