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Asymptotic theory for estimating the parameters of a Lévy process

✍ Scribed by Michael G. Akritas


Publisher
Springer Japan
Year
1982
Tongue
English
Weight
981 KB
Volume
34
Category
Article
ISSN
0020-3157

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Hölder Exponent for a Two-Parameter Lévy
✍ Sandrine Lagaize 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 148 KB

We study the regularity of a two-parameter Le vy process in the neighbourhood of a fixed point and then we compute the Ho lder exponent of such a process.