Estimation of Lévy processes via stochastic programming and Kalman filtering (Q1694516)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of Lévy processes via stochastic programming and Kalman filtering |
scientific article |
Statements
Estimation of Lévy processes via stochastic programming and Kalman filtering (English)
0 references
2 February 2018
0 references
Lévy processes
0 references
Kalman filter
0 references
stochastic programming
0 references
characteristic function
0 references
0 references
0 references