Local asymptotic normality for the scale parameter of stable processes.

DOI10.1016/S0167-7152(03)00053-1zbMath1116.62326MaRDI QIDQ1423213

Jeannette H. C. Woerner

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

EfficientestimatorsLocal asymptotic normalityDiscrete samplingStable process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

Related Items

LAN property for an ergodic diffusion with jumps, Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling, Weighted empirical processes in the nonparametric inference for Lévy processes

Cites Work

• Asymptotic inference in Levy processes of the discontinuous type
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