Threshold estimation for a spectrally negative Lévy process

DOI10.1155/2020/3561089zbMath1459.60102OpenAlexW3045676475MaRDI QIDQ2193334

Publication date: 25 August 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/3561089

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Non-Markovian processes: estimation (62M09)

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