Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling
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Publication:5408460
DOI10.1051/ps/2011101zbMath1333.60095OpenAlexW2153970549MaRDI QIDQ5408460
Hiroki Masuda, Reiichiro Kawai
Publication date: 10 April 2014
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2011101
Processes with independent increments; Lévy processes (60G51) Asymptotic distribution theory in statistics (62E20)
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