Estimation of the activity of jumps in time-changed Lévy models (Q391841)
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scientific article; zbMATH DE number 6244523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the activity of jumps in time-changed Lévy models |
scientific article; zbMATH DE number 6244523 |
Statements
Estimation of the activity of jumps in time-changed Lévy models (English)
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13 January 2014
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time-changed Lévy processes
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abelian theorem
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Blumenthal-Getoor index
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0.8920264
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0.8812423
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0.8809383
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0.88044864
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0.8795321
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0.8789846
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0.87747324
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0.87613344
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0.8727462
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