Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process (Q6550441)
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scientific article; zbMATH DE number 7860171
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process |
scientific article; zbMATH DE number 7860171 |
Statements
Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process (English)
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5 June 2024
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high-frequency data
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local time
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mixed normal distribution
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occupation time
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stable Lévy processes
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