Uniform LAN property of locally stable Lévy process observed at high frequency.
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| Title: | Uniform LAN property of locally stable Lévy process observed at high frequency. |
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| Authors: | Ivanenko, Dmytro1 ida@univ.kiev.ua, Kulik, Alexey M.2 kulik.alex.m@gmail.com, Hiroki Masuda3 hiroki@math.kyushu-u.ac.jp |
| Source: | ALEA. Latin American Journal of Probability & Mathematical Statistics. 2015, Vol. 12, p835-862. 28p. |
| Database: | Academic Search Ultimate |
| ISSN: | 19800436 |
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