Pages that link to "Item:Q2452885"
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The following pages link to Inference on the Lévy measure in case of noisy observations (Q2452885):
Displaying 3 items.
- Estimation of the discontinuous leverage effect: evidence from the NASDAQ order book (Q1740289) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
