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Two comments on parameter estimation in stable processes - MaRDI portal

Two comments on parameter estimation in stable processes (Q1361121)

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scientific article; zbMATH DE number 1038518
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English
Two comments on parameter estimation in stable processes
scientific article; zbMATH DE number 1038518

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    Two comments on parameter estimation in stable processes (English)
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    18 February 1998
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    Poisson random measure
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    local asymptotics
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    efficient estimation
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