Nonparametric estimation of time-changed Lévy models under high-frequency data (Q3558943): Difference between revisions
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Revision as of 00:32, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of time-changed Lévy models under high-frequency data |
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Nonparametric estimation of time-changed Lévy models under high-frequency data (English)
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11 May 2010
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Lévy process
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nonparametric estimation
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high-frequency-based inference
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stochastic volatility
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