Pages that link to "Item:Q2786961"
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The following pages link to Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961):
Displayed 8 items.
- Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← links)
- Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513) (← links)
- Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
- Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes (Q2280023) (← 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)
- (Q5011285) (← links)
- Statistical inference for moving‐average Lévy‐driven processes: Fourier‐based approach (Q6187968) (← links)