Uniform LAN property of locally stable L\'{e}vy process observed at high frequency (Q3465409)

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Uniform LAN property of locally stable L\'{e}vy process observed at high frequency
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    Statements

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    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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    math.PR
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