Lévy Matters IV

Estimation for Discretely Observed Lévy Processes

Häftad, Engelska, 2014

Av Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß

639 kr

Beställningsvara. Skickas inom 10-15 vardagar

Fri frakt för medlemmar vid köp för minst 249 kr.

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.

Produktinformation

Utgivningsdatum2014-12-16
Mått155 x 235 x 22 mm
Vikt468 g
FormatHäftad
SpråkEngelska
SerieLecture Notes in Mathematics
Antal sidor286
FörlagSpringer International Publishing AG
ISBN9783319123721

Tillhör följande kategorier

"This is a remarkable collection presenting different but important aspects in statistical inference problems for Levy processes based on discrete observations. The authors of the three chapters have made essential contributions in this area. All three chapters are carefully written and referenced. PhD students and professionals in stochastic modelling will benefit a lot from this volume." (Jordan M. Stoyanov, zbMATH 1330.60002, 2016)