Approximation of the quasi-deviance function for the time-changed Lévy processes by the first-exit time of the inverse Gaussian subordinator
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Publication:6541773
DOI10.1002/STA4.362MaRDI QIDQ6541773
Publication date: 21 May 2024
Published in: Stat (Search for Journal in Brave)
time seriesstochastic processesexponential familygeneralized linear modelsinference from stochastic processes
Cites Work
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- Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator
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