Estimating the Parameters of a Differential Process

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(23)

Small-time expansions for the transition distributions of Lévy processes
Asymptotic theory for estimating the parameters of a Levy process
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
Estimation of Lévy processes via stochastic programming and Kalman filtering
Nonparametric estimation for irregularly sampled Lévy processes
Estimation of the characteristics of a Lévy process
Weighted empirical processes in the nonparametric inference for Lévy processes
Optimally thresholded realized power variations for Lévy jump diffusion models
Inference on the Lévy measure in case of noisy observations
Estimation and Calibration of Lévy Models via Fourier Methods
An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations
A Limit Theorem for a Function of the Increments of a Decomposable Process
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
Estimation of the activity of jumps in time-changed Lévy models
Spectral estimation of the Lévy density in partially observed affine models
Path properties of processes with independent and interchangeable increments
Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation
Statistical inference for time-changed Lévy processes via composite characteristic function estimation
Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator
Nonparametric estimation for a class of Lévy processes
Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
Nonparametric estimation and testing time-homogeneity for processes with independent incre\-ments
Small-time moment asymptotics for Lévy processes

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