Fisher's Information for Discretely Sampled Lvy Processes (Q3521267)
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scientific article; zbMATH DE number 5314818
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fisher's Information for Discretely Sampled Lvy Processes |
scientific article; zbMATH DE number 5314818 |
Statements
Fisher's Information for Discretely Sampled Lvy Processes (English)
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21 August 2008
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Lévy process
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jumps
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rate of convergence
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optimal estimation
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Poisson process
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0.8155227303504944
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0.8155227303504944
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0.8058569431304932
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0.7997304201126099
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0.7951021790504456
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