Nonparametric estimation for a class of Lévy processes (Q736519)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric estimation for a class of Lévy processes |
scientific article |
Statements
Nonparametric estimation for a class of Lévy processes (English)
0 references
4 August 2016
0 references
deconvolution
0 references
empirical characteristic function
0 references
errors in variables
0 references
financial data
0 references
inverse problem
0 references
jump process
0 references
Lévy process
0 references
rates of convergence
0 references
regression
0 references
stable law
0 references
0 references