Publication:2767616
From MaRDI portal
zbMath0989.62042MaRDI QIDQ2767616
Publication date: 30 January 2002
derivatives; martingale estimating functions; Levy processes; LAN property; locally asymptotically normal property
60G51: Processes with independent increments; Lévy processes
62M05: Markov processes: estimation; hidden Markov models
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