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Testing the characteristics of a Lévy process

Testing the characteristics of a Lévy process

3 April 2013
M. Reiß
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Papers citing "Testing the characteristics of a Lévy process"

1 / 1 papers shown
Title
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