Asymptotic theory for estimating the parameters of a Levy process
type: Item
instance of: scholarly article
title: Asymptotic theory for estimating the parameters of a Levy process
zbMATH Open document ID: 0491.62070
DOI: 10.1007/BF02481026
author: Michael G. Akritas
published in: Annals of the Institute of Statistical Mathematics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 3772801
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: Levy process of discontinuous type
zbMATH Keywords: Levy measure
MaRDI profile type: Publication
cites work: Asymptotic inference in Levy processes of the discontinuous type
cites work: Inference for gamma and stable processes
cites work: Q5563135
cites work: The distribution of the likelihood ratio for additive processes
cites work: Emptiness times of a dam with stable input and general release function
cites work: Q4114551
cites work: Q5624436
cites work: Variations of processes with stationary, independent increments
cites work: THE WORK OF A. N. KOLMOGOROV IN THE THEORY OF PROBABILITY
cites work: Q5613647
cites work: Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
cites work: Q3258612
cites work: Q5686746
cites work: Maximum likelihood estimation for Markov processes
cites work: Uniform Convergence of Random Functions with Applications to Statistics
cites work: Estimating the Parameters of a Differential Process
cites work: Radon-Nikodym derivatives with respect to measures induced by discontinuous independent-increment processes
cites work: Note on the Consistency of the Maximum Likelihood Estimate
full work available at URL: https://doi.org/10.1007/bf02481026
OpenAlex ID: W2058981159
description: scientific article; zbMATH DE number 3772801