Local asymptotic normality for normal inverse Gaussian Lévy...

ESAIM Probability and Statistics 2013 Vol. 17

Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling

Kawai, Reiichiro, Masuda, Hiroki
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Volume:
17
Year:
2013
Language:
english
Journal:
ESAIM: Probability and Statistics
DOI:
10.1051/ps/2011101
File:
PDF, 316 KB
english, 2013
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