Uniform LAN property of locally stable L\'{e}vy process observed at high frequency
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Publication:3465409
zbMath1331.60078arXiv1411.1516MaRDI QIDQ3465409
Hiroki Masuda, Alexei M. Kulik, D. O. Ivanenko
Publication date: 21 January 2016
Full work available at URL: https://arxiv.org/abs/1411.1516
likelihood functionhigh-frequency samplingregular statistical experimentlocally stable Lévy processuniform LAN property
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Related Items (8)
Efficient estimation of stable Lévy process with symmetric jumps ⋮ Parameter estimation in models generated by SDEs with symmetric alpha-stable noise ⋮ Joint estimation for SDE driven by locally stable Lévy processes ⋮ Unnamed Item ⋮ Local asymptotic normality for Student-Lévy processes under high-frequency sampling ⋮ Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process ⋮ LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process ⋮ Estimating functions for SDE driven by stable Lévy processes
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