Pages that link to "Item:Q2270272"
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The following pages link to Estimation of the characteristics of a Lévy process (Q2270272):
Displaying 5 items.
- Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression (Q458120) (← links)
- Estimation of Lévy processes via stochastic programming and Kalman filtering (Q1694516) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (Q5860768) (← links)
