LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process (Q4967796)
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scientific article; zbMATH DE number 7079153
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| English | LAMN property for the drift and volatility parameters of a SDE driven by a stable Lévy process |
scientific article; zbMATH DE number 7079153 |
Statements
LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (English)
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11 July 2019
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Lévy process
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stable process
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Malliavin calculus for jump processes
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LAMN property
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parametric estimation
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0.9183222651481628
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0.802393913269043
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0.7985143661499023
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0.7983236908912659
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0.793008029460907
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