Yuan, Sida; Kawai, Reiichiro Numerical aspects of shot noise representation of infinitely divisible laws and related processes. (English) Zbl 1469.60063 Probab. Surv. 18, 201-271 (2021). MSC: 60E07 60G51 60G55 65C05 65C30 PDFBibTeX XMLCite \textit{S. Yuan} and \textit{R. Kawai}, Probab. Surv. 18, 201--271 (2021; Zbl 1469.60063) Full Text: DOI arXiv
Massing, Till Local asymptotic normality for Student-Lévy processes under high-frequency sampling. (English) Zbl 1415.60049 Statistics 53, No. 4, 721-752 (2019). MSC: 60G51 62E20 62F12 PDFBibTeX XMLCite \textit{T. Massing}, Statistics 53, No. 4, 721--752 (2019; Zbl 1415.60049) Full Text: DOI