On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555)
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scientific article; zbMATH DE number 5865417
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| English | On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling |
scientific article; zbMATH DE number 5865417 |
Statements
On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (English)
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14 March 2011
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Fisher information matrix
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high-frequency sampling
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0.90101755
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0.89554346
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0.8618782
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0.8604295
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0.85800916
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0.85482526
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0.85206914
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0.85067505
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