Central limit theorems for the non-parametric estimation of time-changed Lévy models (Q2911696)
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scientific article; zbMATH DE number 6075247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central limit theorems for the non-parametric estimation of time-changed Lévy models |
scientific article; zbMATH DE number 6075247 |
Statements
1 September 2012
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high-frequency sampling inference
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Lévy processes
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non-parametric estimation
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stochastic volatility
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time-changed Lévy models
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Central limit theorems for the non-parametric estimation of time-changed Lévy models (English)
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