Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process

22 July 2008

Papers citing "Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process"

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Title
Nonparametric inference for discretely sampled Lévy processes S. Gugushvili 89 41 0 21 Aug 2009
Measuring the roughness of random paths by increment ratios Jean‐Marc Bardet D. Surgailis 138 46 0 04 Feb 2008