On the local asymptotic behavior of the likelihood function...

Statistics & Probability Letters 2011 Vol. 81; Iss. 4

On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling

Reiichiro Kawai, Hiroki Masuda
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Volume:
81
Year:
2011
Language:
english
Pages:
10
DOI:
10.1016/j.spl.2010.12.011
File:
PDF, 266 KB
english, 2011
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