Lévy density estimation via information projection onto wavelet subspaces (Q1957156): Difference between revisions

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+Volatility estimators for discretely sampled Lévy processes
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+Processes of normal inverse Gaussian type
@@ Property / cites work: Processes of normal inverse Gaussian type / rank @@
+Normal rank
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+Approximation of density functions by sequences of exponential families
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+Regularization independent of the noise level: an analysis of quasi-optimality
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+Spectral calibration of exponential Lévy models
@@ Property / cites work: Spectral calibration of exponential Lévy models / rank @@
+Normal rank
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+Q5286589
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+Normal rank
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+Wavelets on the interval and fast wavelet transforms
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+Financial Modelling with Jump Processes
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+Normal rank
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+Retrieving Lévy Processes from Option Prices: Regularization of an Ill-posed Inverse Problem
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+Minimax estimation via wavelet shrinkage
@@ Property / cites work: Minimax estimation via wavelet shrinkage / rank @@
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+Hyperbolic distributions in finance
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+Q2845921
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+Normal rank
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+Wavelet density estimation by approximation of log-densities
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