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Nonparametric inference for discretely sampled Lévy processes

Nonparametric inference for discretely sampled Lévy processes

21 August 2009
S. Gugushvili
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Papers citing "Nonparametric inference for discretely sampled Lévy processes"

2 / 2 papers shown
Title
Nonparametric estimation of the jump-size distribution for a stochastic
  storage system with periodic observations
Nonparametric estimation of the jump-size distribution for a stochastic storage system with periodic observations
L. Ravner
17
0
0
19 Jul 2023
Nonparametric estimation of the characteristic triplet of a discretely
  observed Lévy process
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
S. Gugushvili
94
53
0
22 Jul 2008
1