Estimation for Lévy processes from high frequency data within a long time interval

12 May 2011

Papers citing "Estimation for Lévy processes from high frequency data within a long time interval"

3 / 3 papers shown

Title
Improved robust model selection methods for the Levy nonparametric regression in continuous time E. Pchelintsev Valerii Pchelintsev S. Pergamenshchikov 21 10 0 06 Oct 2017
Nonparametric inference for discretely sampled Lévy processes S. Gugushvili 81 41 0 21 Aug 2009
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 91 53 0 22 Jul 2008