Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705)
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scientific article; zbMATH DE number 6950479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation for a spectrally negative Lévy process based on high frequency data |
scientific article; zbMATH DE number 6950479 |
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Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (English)
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10 October 2018
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survival probability
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nonparametric estimation
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Laplace transform
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spectrally negative Lévy process
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