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Showing 1 to 1 of 1 for “"discrete observations, estimating functions, density approximations"”.
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Statistical analysis for discretely observed Lévy processes
… of theta, when the process is observed at discrete time points. First, we derive two methods approximating the density or distribution function of X_t in terms of nu_theta and find integral relations when t tends to zero. Then, we prove local asymptotic normality under different sampling …