Calibration for weak variance-alpha-gamma processes (Q2176361)

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Calibration for weak variance-alpha-gamma processes
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    Calibration for weak variance-alpha-gamma processes (English)
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    4 May 2020
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    Brownian motion
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    gamma process
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    Lévy process
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    subordination
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    variance-gamma
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    variance-alpha-gamma
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    self-decomposability
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    log-return
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    method of moments
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    maximum likelihood estimation
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    digital moment estimation
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