LAN property for discretely observed solutions to Lévy driven SDE's (Q486863)
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scientific article
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| English | LAN property for discretely observed solutions to Lévy driven SDE's |
scientific article |
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LAN property for discretely observed solutions to Lévy driven SDE's (English)
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16 January 2015
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LAN property
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likelihood function
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Lévy driven SDE
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regular statistical experiment
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0.847825288772583
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0.8018944263458252
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0.7994462251663208
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0.7946318984031677
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0.7884812951087952
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