Asymptotic inference in Levy processes of the discontinuous type

DOI10.1214/aos/1176345464zbMath0481.62069MaRDI QIDQ1162335

S. Singh

Publication date: 1981

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345464

zbMATH Keywords

likelihood ratio; contiguity; Radon-Nikodym derivative; stationary independent increment process

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M09: Non-Markovian processes: estimation

62M07: Non-Markovian processes: hypothesis testing

62F05: Asymptotic properties of parametric tests

62G99: Nonparametric inference

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