Estimation of the activity of jumps in time-changed Lévy models (Q391841)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of the activity of jumps in time-changed Lévy models |
scientific article |
Statements
Estimation of the activity of jumps in time-changed Lévy models (English)
0 references
13 January 2014
0 references
time-changed Lévy processes
0 references
abelian theorem
0 references
Blumenthal-Getoor index
0 references
0 references
0 references