Pages that link to "Item:Q2270272"
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The following pages link to Estimation of the characteristics of a Lévy process (Q2270272):
Displaying 13 items.
- Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- Estimation of Lévy processes via stochastic programming and Kalman filtering (Q1694516) (← links)
- A note on parametric estimation of Lévy moving average processes (Q2179548) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Construction of a Lévy-type process by means of the parametrix method (Q2818895) (← links)
- Method of moment estimation in time-changed Lévy models (Q3011079) (← links)
- Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes (Q3069893) (← links)
- A note on the fit for the levy distribution (Q4214019) (← links)
- TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS (Q5408113) (← links)
- Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (Q5860768) (← links)
- Input estimation from discrete workload observations in a Lévy-driven storage system (Q6650739) (← links)
