Nonparametric inference of discretely sampled stable Lévy processes (Q2630086)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference of discretely sampled stable Lévy processes |
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Nonparametric inference of discretely sampled stable Lévy processes (English)
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25 July 2016
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Bahadur-Kiefer representation
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Lévy process
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nonparametric estimation
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quantile regression
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spot volatility
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stable index
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stable process
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