Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling (Q5408460)
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scientific article; zbMATH DE number 6282462
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| English | Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling |
scientific article; zbMATH DE number 6282462 |
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Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling (English)
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10 April 2014
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normal inverse Gaussian Lévy processes
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high-frequency sampling
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local asymptotic normality
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0.9360465
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0.89554346
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0.89350545
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0.87350994
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0.8696116
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