Statistical inference for time-changed Lévy processes via Mellin transform approach (Q271884)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for time-changed Lévy processes via Mellin transform approach |
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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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