A method for checking efficiency of estimators in statistical models driven by Lévy's noise (Q2817041)

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scientific article; zbMATH DE number 6620048
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A method for checking efficiency of estimators in statistical models driven by Lévy's noise
scientific article; zbMATH DE number 6620048

    Statements

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    29 August 2016
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    asymptotic efficiency
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    local asymptotic normality
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    Lévy processes
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    stochastic differential equations
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    A method for checking efficiency of estimators in statistical models driven by Lévy's noise (English)
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