Quasi-likelihood analysis for Student-Lévy regression

DOI10.1007/s11203-024-09317-2MaRDI QIDQ6635303

Yuma Uehara, Lorenzo Mercuri, Hiroki Masuda

Publication date: 9 November 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

high-frequency samplinglikelihood analysisCauchy quasi-likelihoodStudent Lévy process

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Cites Work

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• Uniform LAN property of locally stable L\'{e}vy process observed at high frequency
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