Series representations for multivariate time-changed Lévy models
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Publication:518858
DOI10.1007/s11009-015-9461-8zbMath1360.60096MaRDI QIDQ518858
Publication date: 30 March 2017
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-015-9461-8
60G51: Processes with independent increments; Lévy processes
62F99: Parametric inference
60J65: Brownian motion