Pages that link to "Item:Q2447654"
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The following pages link to Testing the characteristics of a Lévy process (Q2447654):
Displayed 13 items.
- Quantile estimation for Lévy measures (Q491922) (← links)
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
- Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← links)
- Information bounds for inverse problems with application to deconvolution and Lévy models (Q902884) (← links)
- Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps (Q2041829) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Efficient estimation of integrated volatility in presence of infinite variation jumps (Q2510826) (← links)
- High-frequency Donsker theorems for Lévy measures (Q2634896) (← links)
- Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961) (← links)
- Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)
- Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)