Lévy matters iv: estimation for discretely observed lévy processes
Auteur :
Belomestny, Denis / Comte, Fabienne / Genon-Catalot, Valentine / Masuda, Hiroki / Reiß, Markus
Éditeur :
Springer International Publishing AG
ISBN :
9783319123721
Date de publication :
16 déc. 2014
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.