Pages that link to "Item:Q3011079"
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The following pages link to Method of moment estimation in time-changed Lévy models (Q3011079):
Displaying 14 items.
- Statistical inference for time-changed Lévy processes via Mellin transform approach (Q271884) (← links)
- Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes (Q292014) (← links)
- Estimation of the activity of jumps in time-changed Lévy models (Q391841) (← links)
- Statistical estimation of Lévy-type stochastic volatility models (Q470521) (← links)
- Estimating time-changes in noisy Lévy models (Q480983) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- Classical method of moments for partially and discretely observed ergodic models (Q1778998) (← links)
- A spectral estimation of tempered stable stochastic volatility models and option pricing (Q1927145) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- Central limit theorems for the non-parametric estimation of time-changed Lévy models (Q2911696) (← links)
- Yule-Walker type estimator of first-order time-varying periodic bilinear differential model for stochastic processes (Q5077480) (← links)
- Moment method estimation of first-order continuous-time bilinear processes (Q5085917) (← links)
- CBI-time-changed Lévy processes (Q6116556) (← links)
