Approximation of the quasi-deviance function for the time-changed Lévy processes by the first-exit time of the inverse Gaussian subordinator
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Publication:6541773
DOI10.1002/STA4.362MaRDI QIDQ6541773FDOQ6541773
Authors: Farouk Mselmi 
Publication date: 21 May 2024
Published in: Stat (Search for Journal in Brave)
time seriesgeneralized linear modelsstochastic processesexponential familyinference from stochastic processes
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