Pages that link to "Item:Q271884"
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The following pages link to Statistical inference for time-changed Lévy processes via Mellin transform approach (Q271884):
Displaying 11 items.
- 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)
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513) (← links)
- Estimation of stopping times for stopped self-similar random processes (Q2046303) (← links)
- Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\) (Q2230876) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Adaptive Laguerre density estimation for mixed Poisson models (Q2346525) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Method of moment estimation in time-changed Lévy models (Q3011079) (← links)
- Nonparametric statistical inference for compound models (Q6622122) (← links)
