Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029)
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scientific article
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| English | Statistical inference for time-changed Lévy processes via composite characteristic function estimation |
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Statistical inference for time-changed Lévy processes via composite characteristic function estimation (English)
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8 December 2011
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dependence
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pointwise and uniform rates of convergence
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composite function estimation
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0.92406255
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0.89171445
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0.8848832
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0.88263476
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0.88108283
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0.8770505
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0.8767491
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0.87346417
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