Estimation of tempered stable Lévy models of infinite variation (Q2152238): Difference between revisions

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Latest revision as of 14:23, 29 July 2024

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Estimation of tempered stable Lévy models of infinite variation
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    Estimation of tempered stable Lévy models of infinite variation (English)
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    7 July 2022
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    threshold estimator
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    high-frequency estimation
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    Lévy models
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    method of moment estimators
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    optimal parameter tuning
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