Approximation of the quasi-deviance function for the time-changed Lévy processes by the first-exit time of the inverse Gaussian subordinator (Q6541773)
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scientific article; zbMATH DE number 7851302
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| English | Approximation of the quasi-deviance function for the time-changed Lévy processes by the first-exit time of the inverse Gaussian subordinator |
scientific article; zbMATH DE number 7851302 |
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Approximation of the quasi-deviance function for the time-changed Lévy processes by the first-exit time of the inverse Gaussian subordinator (English)
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21 May 2024
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exponential family
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generalized linear models
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inference from stochastic processes
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stochastic processes
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time series
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