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Nonparametric density estimation for the small jumps of Lévy processes

Nonparametric density estimation for the small jumps of Lévy processes

15 April 2024
Céline Duval
Taher Jalal
Ester Mariucci
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Papers citing "Nonparametric density estimation for the small jumps of Lévy processes"

2 / 2 papers shown
Title
Stable and tempered stable distributions and processes: an overview
  toward trajectory simulation
Stable and tempered stable distributions and processes: an overview toward trajectory simulation
Taher Jalal
58
0
0
09 Dec 2024
Asymptotically optimal Wasserstein couplings for the small-time stable
  domain of attraction
Asymptotically optimal Wasserstein couplings for the small-time stable domain of attraction
Jorge Ignacio González Cázares
D. Bang
Aleksandar Mijatović
22
0
0
06 Nov 2024
1