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Levy Matters IV - Denis Belomestny - Bog

- Estimation for Discretely Observed Levy Processes

Bag om Levy Matters IV

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

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783319123721
  • Indbinding:
  • Paperback
  • Sideantal:
  • 286
  • Udgivet:
  • 16. December 2014
  • Udgave:
  • 2015
  • Størrelse:
  • 159x236x22 mm.
  • Vægt:
  • 468 g.
  • 2-3 uger.
  • 18. Oktober 2024
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Beskrivelse af Levy Matters IV

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

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