Nonparametric estimation for a class of Lévy processes (Q736519): Difference between revisions

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Revision as of 22:02, 9 February 2024

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Nonparametric estimation for a class of Lévy processes
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    Nonparametric estimation for a class of Lévy processes (English)
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    4 August 2016
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    deconvolution
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    empirical characteristic function
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    errors in variables
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    financial data
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    inverse problem
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    jump process
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    Lévy process
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    rates of convergence
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    regression
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    stable law
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