Estimation of Lévy processes via stochastic programming and Kalman filtering
type: Item
instance of: scholarly article
title: Estimation of Lévy processes via stochastic programming and Kalman filtering
zbMATH Open document ID: 1387.60079
author: Mark Anthony Caruana
published in: Methodology and Computing in Applied Probability
publication date: 2018-02-02T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6833617
zbMATH Keywords: Lévy processes
zbMATH Keywords: Kalman filter
zbMATH Keywords: stochastic programming
zbMATH Keywords: characteristic function
MaRDI profile type: Publication
full work available at URL: s11009-017-9552-9
OpenAlex ID: W2592016385
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DOI: 10.1007/S11009-017-9552-9
description: scientific article; zbMATH DE number 6833617