Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (Q2911696): Difference between revisions
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Revision as of 09:01, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models |
scientific article |
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Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (English)
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1 September 2012
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high-frequency sampling inference
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Lévy processes
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non-parametric estimation
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stochastic volatility
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time-changed Lévy models
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