Estimation of the characteristics of a Lévy process (Q2270272): Difference between revisions

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-.1016/j.jspi.2009.12.001
@@ Property / DOI: 10.1016/j.jspi.2009.12.001 / rank @@
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+W1965487563
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@@ Property / cites work @@
+Testing for jumps in a discretely observed process
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@@ Property / cites work @@
+Volatility estimators for discretely sampled Lévy processes
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@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
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+Limit theorems for multipower variation in the presence of jumps
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+A Jump‐diffusion Model for Exchange Rates in a Target Zone
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+Probability: A Graduate Course
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+Q3870044
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+A Jump-Diffusion Model for Option Pricing
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+Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
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+Threshold estimation of Markov models with jumps and interest rate modeling
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+Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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+Nonparametric estimation for Lévy processes from low-frequency observations
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+Estimating the Parameters of a Differential Process
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+Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps
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@@ Property / cites work @@
+Q3511651
@@ Property / cites work: Q3511651 / rank @@
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@@ Property / DOI @@
+.1016/J.JSPI.2009.12.001
@@ Property / DOI: 10.1016/J.JSPI.2009.12.001 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2270272