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Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling (2011)

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by Reiichiro Kawai , Hiroki Masuda , Reiichiro Kawaiy , Hiroki Masudaz
Venue:Markov processes, semigroups and generators, volume 38 of de Gruyter Studies in Mathematics. Walter de Gruyter
Citations:4 - 2 self