Estimation of Lévy processes via stochastic programming and Kalman filtering (Q1694516)
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scientific article; zbMATH DE number 6833617
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Lévy processes via stochastic programming and Kalman filtering |
scientific article; zbMATH DE number 6833617 |
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Estimation of Lévy processes via stochastic programming and Kalman filtering (English)
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2 February 2018
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Lévy processes
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Kalman filter
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stochastic programming
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characteristic function
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