Nonparametric estimation for Lévy processes from low-frequency observations (Q605855)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation for Lévy processes from low-frequency observations |
scientific article |
Statements
Nonparametric estimation for Lévy processes from low-frequency observations (English)
0 references
15 November 2010
0 references
deconvolution
0 references
density estimation
0 references
Lévy-Khinchine characteristics
0 references
minimum distance estimator
0 references
0 references
0 references
