Nonparametric inference of discretely sampled stable Lévy processes (Q2630086): Difference between revisions

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Latest revision as of 08:48, 12 July 2024

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Nonparametric inference of discretely sampled stable Lévy processes
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    Nonparametric inference of discretely sampled stable Lévy processes (English)
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    25 July 2016
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    Bahadur-Kiefer representation
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    Lévy process
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    nonparametric estimation
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    quantile regression
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    spot volatility
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    stable index
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    stable process
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