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Lévy matters IV: estimation for discretely observed Lévy processes

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and t...

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Detalles Bibliográficos
Autores principales: Belomestny, Denis, Comte, Fabienne, Genon-Catalot, Valentine, Masuda, Hiroki, Reiß, Markus
Lenguaje:eng
Publicado: Springer 2015
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-319-12373-8
http://cds.cern.ch/record/1980575