On the likelihood function of small time variance Gamma Lévy processes (Q5263967)
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scientific article; zbMATH DE number 6460250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the likelihood function of small time variance Gamma Lévy processes |
scientific article; zbMATH DE number 6460250 |
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On the likelihood function of small time variance Gamma Lévy processes (English)
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20 July 2015
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Fisher information
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high-frequency sampling
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generalized Laplace distribution
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Laplace Lévy motion
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local asymptotic normality
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