Statistical inference for time-changed Lévy processes via Mellin transform approach (Q271884)
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scientific article; zbMATH DE number 6570921
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| English | Statistical inference for time-changed Lévy processes via Mellin transform approach |
scientific article; zbMATH DE number 6570921 |
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Statistical inference for time-changed Lévy processes via Mellin transform approach (English)
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20 April 2016
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time-changed Lévy processes
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statistical inference
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low-frequency observations
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Mellin transform
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Laplace transform
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Monte Carlo simulation
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0.92406255
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0.88710016
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0.8859118
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0.87785155
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0.8725957
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0.87039196
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0.8695183
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0.8695141
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0.8685352
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