Local asymptotic normality for the scale parameter of stable processes.
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Publication:1423213
DOI10.1016/S0167-7152(03)00053-1zbMath1116.62326MaRDI QIDQ1423213
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)
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