CRAMER ESTIMATE FOR LEVY PROCESSES

被引：58

作者：

BERTOIN, J

DONEY, RA

机构：

[1] UNIV PARIS 06,PROBABIL LAB,F-7252 PARIS,FRANCE

[2] UNIV MANCHESTER,DEPT MATH,MANCHESTER M13 9PL,LANCS,ENGLAND

来源：

关键词：

D O I：

10.1016/0167-7152(94)00032-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is shown that the usual method of establishing Cramer's estimate also works for Levy processes.

引用

页码：363 / 365

页数：3

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