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Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes - MaRDI portal

Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes (Q2322684)

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Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes
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    Fixed relative precision estimators of growth rate for compound Poisson and Lévy processes (English)
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    5 September 2019
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    Lévy processes
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    relative error
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    sequential estimation
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    worst case efficiency
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    \(\varepsilon\)-\(\alpha\)-approximation
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    confidence estimation
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