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Lévy Matters IV Estimation for Discretely Observed Lévy Processes /

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and t...

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Main Authors: Belomestny, Denis. (Author, http://id.loc.gov/vocabulary/relators/aut), Comte, Fabienne. (http://id.loc.gov/vocabulary/relators/aut), Genon-Catalot, Valentine. (http://id.loc.gov/vocabulary/relators/aut), Masuda, Hiroki. (http://id.loc.gov/vocabulary/relators/aut), Reiß, Markus. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Lévy Matters, A Subseries on Lévy Processes, 2128
Subjects:
Probabilities.
Statistics .
Economic theory.
Probability Theory and Stochastic Processes.
Statistics for Business, Management, Economics, Finance, Insurance.
Economic Theory/Quantitative Economics/Mathematical Methods.
Online Access:https://doi.org/10.1007/978-3-319-12373-8

Internet

https://doi.org/10.1007/978-3-319-12373-8

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