Adaptive nonparametric estimation for Lévy processes observed at low frequency

29 August 2013

Papers citing "Adaptive nonparametric estimation for Lévy processes observed at low frequency"

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Title
Statistical inference for time-changed Lévy processes via composite characteristic function estimation Denis Belomestny 64 49 0 01 Mar 2010
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 91 53 0 22 Jul 2008