Pages that link to "Item:Q271884"
From MaRDI portal
The following pages link to Statistical inference for time-changed Lévy processes via Mellin transform approach (Q271884):
Displaying 7 items.
- On the class of distributions of subordinated Lévy processes and bases (Q730346) (← links)
- Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513) (← links)
- Estimation of stopping times for stopped self-similar random processes (Q2046303) (← links)
- Mellin-Meijer kernel density estimation on \(\mathbb{R}^+\) (Q2230876) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Adaptive Laguerre density estimation for mixed Poisson models (Q2346525) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
