Estimation of tempered stable Lévy models of infinite variation (Q2152238)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of tempered stable Lévy models of infinite variation |
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Estimation of tempered stable Lévy models of infinite variation (English)
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7 July 2022
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threshold estimator
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high-frequency estimation
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Lévy models
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method of moment estimators
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optimal parameter tuning
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