Asymptotic theory for estimating the parameters of a Levy process (Q1167500)
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scientific article; zbMATH DE number 3772801
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic theory for estimating the parameters of a Levy process |
scientific article; zbMATH DE number 3772801 |
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Asymptotic theory for estimating the parameters of a Levy process (English)
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1982
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consistency
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asymptotic normality
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maximum likelihood estimators
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Levy process of discontinuous type
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Levy measure
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