1.

Record Nr.

UNICAMPANIASUN0101402

Titolo

Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]

Pubbl/distr/stampa

XV, 286 p. ; 24 cm

Edizione

[Cham : Springer, 2015]

Descrizione fisica

Pubblicazione in formato elettronico

Soggetti

60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]

91Gxx - Actuarial science and mathematical finance [MSC 2020]

60G51 - Processes with independent increments; Lévy processes [MSC 2020]

60G10 - Stationary stochastic processes [MSC 2020]

60G18 - Self-similar stochastic processes [MSC 2020]

60F05 - Central limit and other weak theorems [MSC 2020]

62M05 - Markov processes: estimation; hidden Markov models [MSC 2020]

60G52 - Stable stochastic processes [MSC 2020]

62G05 - Nonparametric estimation [MSC 2020]

60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]

62F12 - Asymptotic properties of parametric estimators [MSC 2020]

91B84 - Economic time series analysis [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia