Pages that link to "Item:Q927925"
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The following pages link to Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments (Q927925):
Displaying 4 items.
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- Identifying the successive Blumenthal-Getoor indices of a discretely observed process (Q693731) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
