Nonparametric estimation for Lévy processes from low-frequency observations (Q605855)
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scientific article; zbMATH DE number 5816111
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| English | Nonparametric estimation for Lévy processes from low-frequency observations |
scientific article; zbMATH DE number 5816111 |
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Nonparametric estimation for Lévy processes from low-frequency observations (English)
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15 November 2010
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deconvolution
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density estimation
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Lévy-Khinchine characteristics
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minimum distance estimator
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0.95359546
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0.9525169
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0.94242215
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0.9322406
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0.9306069
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0.92897725
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0.9275116
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0.92111516
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0.9202326
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