Empirical likelihood methods based on characteristic functions with applications to Lévy processes
From MaRDI portal
(Redirected from Publication:3069893)
Recommendations
- Parameter estimation and model testing for Markov processes via conditional characteristic functions
- Nonparametric estimation for a class of Lévy processes
- Estimation of the characteristics of a Lévy process
- Lévy matters IV. Estimation for discretely observed Lévy processes
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation
Cited in
(10)- Statistical analysis of digital images of periodic fibrous structures using generalized Hurst exponent distributions
- A test for equality of two distributions via jackknife empirical likelihood and characteristic functions
- Empirical likelihood method for longitudinal data generated from unequally-spaced Lèvy processes
- A high-low based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns
- Testing the characteristics of a Lévy process
- Likelihood ratio gradient estimation for Meixner distribution and Lévy processes
- Generalized method of moments for an extended gamma process
- Inference based on adaptive grid selection of probability transforms
- Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation
This page was built for publication: Empirical likelihood methods based on characteristic functions with applications to Lévy processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3069893)
