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Averaging the Local Characteristics Brings a Semimartingale with Independent Increments Closer to Lévy Processes - MaRDI portal

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Averaging the Local Characteristics Brings a Semimartingale with Independent Increments Closer to Lévy Processes (Q2931879)

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scientific article
Language Label Description Also known as
English
Averaging the Local Characteristics Brings a Semimartingale with Independent Increments Closer to Lévy Processes
scientific article

    Statements

    title
    Averaging the Local Characteristics Brings a Semimartingale with Independent Increments Closer to Lévy Processes (English)
    0 references
    author
    S. A. Khikhol
    0 references
    publication date
    28 November 2014
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    zbMATH Keywords
    semimartingale
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    process with independent increments
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    Lévy process
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    binary statistical experiment
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    \(f\)-divergence
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    density process
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    triplet of local characteristics
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    Identifiers

    zbMATH DE Number
    6374898
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