On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling |
scientific article |
Statements
On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (English)
0 references
14 March 2011
0 references
Fisher information matrix
0 references
high-frequency sampling
0 references
0 references
