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Estimation of the activity of jumps in time-changed Lévy models - MaRDI portal

Estimation of the activity of jumps in time-changed Lévy models (Q391841)

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scientific article; zbMATH DE number 6244523
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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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