Pages that link to "Item:Q5860893"
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The following pages link to The estimation for Lévy processes in high frequency data (Q5860893):
Displaying 6 items.
- On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling (Q631555) (← links)
- A note on parametric estimation of Lévy moving average processes (Q2179548) (← links)
- Estimation of the characteristics of a Lévy process (Q2270272) (← links)
- Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961) (← links)
- The double Gaussian approximation for high frequency data (Q2911663) (← links)
- Nonparametric estimation of time-changed Lévy models under high-frequency data (Q3558943) (← links)