Local asymptotic normality for the scale parameter of stable processes.
type: Item
instance of: scholarly article
title: Local asymptotic normality for the scale parameter of stable processes.
zbMATH Open document ID: 1116.62326
DOI: 10.1016/S0167-7152(03)00053-1
author: Jeannette Woerner
published in: Statistics \& Probability Letters
publication date: 2004-02-14T00:00:00Z
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M09
zbMATH DE Number: 2041666
zbMATH Keywords: Local asymptotic normality
zbMATH Keywords: Stable process
zbMATH Keywords: Discrete sampling
zbMATH Keywords: Efficient
zbMATH Keywords: estimators
MaRDI profile type: Publication
cites work: Asymptotic inference in Levy processes of the discontinuous type
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cites work: Zeroes of Infinitely Divisible Densities
cites work: Asymptotic Statistics
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cites work: Statistical analysis for discretely observed Lévy processes
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description: scientific article; zbMATH DE number 2041666