Asymptotic theory for estimating the parameters of a Lévy process-Reference-Cited by-同舟云学术

Asymptotic theory for estimating the parameters of a Lévy process

Published:1982-12 Issue:2 Volume:34 Page:259-280
ISSN:0020-3157
Container-title:Annals of the Institute of Statistical Mathematics
language:en
Short-container-title:Ann Inst Stat Math

Author:

Akritas Michael G.

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/BF02481026.pdf

Reference22 articles.

1. Akritas, M. G. (1978). Contiguity of probability measures associated with continuous time stochastic processes, Ph.D. dissertation, University of Wisconsin-Madison.

2. Akritas, M. G. (1981). Rates of convergence of estimates for Lévy processes, in preparation.

3. Akritas, M. G. and Johnson, R. A. (1981). Asymptotic inference in Lévy processes of the discontinuous type,Ann. Statist.,9, 604–614.

4. Basawa, I. V. and Brockwell, P. J. (1978). Inference for gamma and stable processes,Biometrika,65, 129–133.

5. Breiman, L. (1968).Probability, Addison-Wesley.

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