Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (Q2911696)

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Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models
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    Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (English)
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    1 September 2012
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    high-frequency sampling inference
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    Lévy processes
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    non-parametric estimation
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    stochastic volatility
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    time-changed Lévy models
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