Pages that link to "Item:Q5408460"
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The following pages link to Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling (Q5408460):
Displaying 16 items.
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
- Joint estimation for SDE driven by locally stable Lévy processes (Q2192325) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Estimating functions for SDE driven by stable Lévy processes (Q2337827) (← links)
- Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396) (← links)
- Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938) (← links)
- Fisher Information for Fractional Brownian Motion Under High-Frequency Discrete Sampling (Q4929215) (← links)
- LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
- Optimal statistical inference for subdiffusion processes (Q5052738) (← links)
- On the likelihood function of small time variance Gamma Lévy processes (Q5263967) (← links)
- LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
- Local asymptotic normality for Student-Lévy processes under high-frequency sampling (Q5384665) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
