ESAIM: Probability and Statistics (ESAIM: P&S)

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

Reiichiro Kawai and Hiroki Masuda

ESAIM: PS, 17 (2013) 13-32

Published online: 06 December 2012

DOI: 10.1051/ps/2011101

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Reiichiro Kawai

Hiroki Masuda

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