✦ LIBER ✦

Likelihood ratio gradient estimation for Meixner distribution and Lévy processes

✍ Scribed by Reiichiro Kawai

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Ratio Limit Theorems for Random Walks an

✍ Minzhi Zhao; Jiangang Ying 📂 Article 📅 2005 🏛 Springer Netherlands 🌐 English ⚖ 354 KB

Using likelihood to test for Lévy flight

✍ Andrew M. Edwards 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 491 KB

On the Existence and Explicit Estimates

✍ Jian Wang 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 266 KB

Harnack Inequality and Hölder Regularity

✍ Ante Mimica 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 625 KB

Asymptotic distributions of the overshoo

✍ Philip S. Griffin; Ross A. Maller; Kees van Schaik 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 358 KB

Uniform asymptotic estimates for ruin pr

✍ Fenglong Guo; Dingcheng Wang 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 196 KB