Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for time-changed Lévy processes via composite characteristic function estimation |
scientific article |
Statements
Statistical inference for time-changed Lévy processes via composite characteristic function estimation (English)
0 references
8 December 2011
0 references
dependence
0 references
pointwise and uniform rates of convergence
0 references
composite function estimation
0 references
0 references
0 references
0 references
