Asymptotic inference in Levy processes of the discontinuous type
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Publication:1162335
DOI10.1214/aos/1176345464zbMath0481.62069OpenAlexW2131852157MaRDI QIDQ1162335
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345464
Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) Nonparametric inference (62G99)
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