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Showing 1 to 1 of 1 for “"diskrete Beobachtungen"”.
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Statistical analysis for discretely observed Lévy processes
We consider Lévy processes X_t given by the Lévy triplet (mu(theta),sigma^2(theta),nu_theta(dx)), where mu(theta) denotes the drift, sigma^2(theta) the diffusion part, nu_theta(dx) the Lévy measure, and theta is some unknown parameter. Our aim is to establish efficiency results for the estimation …