Testing the characteristics of a Lévy process (Q2447654)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the characteristics of a Lévy process |
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Testing the characteristics of a Lévy process (English)
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28 April 2014
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jump process
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Lévy-Khinchine characteristics
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characteristic triplet
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nonparametric testing
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empirical characteristic function
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volatility
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Blumenthal-Getoor index
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jump density
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