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1. |
Record Nr. |
UNISA996211266703316 |
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Autore |
Belomestny Denis |
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Titolo |
Lévy Matters IV [[electronic resource] ] : Estimation for Discretely Observed Lévy Processes / / by Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015 |
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ISBN |
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Edizione |
[1st ed. 2015.] |
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Descrizione fisica |
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1 online resource (XV, 286 p. 21 illus., 14 illus. in color.) |
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Collana |
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Lévy Matters, A Subseries on Lévy Processes, , 2190-6637 ; ; 2128 |
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Disciplina |
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Soggetti |
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Probabilities |
Statistics |
Economic theory |
Probability Theory and Stochastic Processes |
Statistics for Business, Management, Economics, Finance, Insurance |
Economic Theory/Quantitative Economics/Mathematical Methods |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Estimation and calibration of Lévy models via Fourier methods -- Adaptive Estimation for Lévy processes -- Parametric estimation of Lévy processes. |
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Sommario/riassunto |
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The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and telecommunication. The three chapters of this volume are completely dedicated to the estimation of Lévy processes, and are written by experts in the field. The first chapter by Denis Belomestny and Markus Reiß treats the low frequency situation, and estimation methods are based on the empirical characteristic function. The second chapter by Fabienne Comte and Valery Genon-Catalon is dedicated to non-parametric estimation mainly covering the high-frequency data case. A distinctive feature of this part is the construction of adaptive estimators, based on deconvolution or projection or kernel methods. |
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The last chapter by Hiroki Masuda considers the parametric situation. 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. |
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2. |
Record Nr. |
UNINA9910716499803321 |
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Titolo |
Salaries, Library of Congress. Communication from President of the United States transmitting supplemental estimate of appropriation pertaining to the legislative establishment, Library of Congress, for the fiscal year 1928, in the sum of $ 10,380. January 6, 1927. -- Referred to the Committee on Appropriations and ordered to be printed |
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Pubbl/distr/stampa |
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[Washington, D.C.] : , : [U.S. Government Printing Office], , 1927 |
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Descrizione fisica |
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1 online resource (3 pages) : tables |
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Collana |
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House document / 69th Congress, 2nd session. House ; ; no. 627 |
[United States congressional serial set] ; ; [serial no. 8734] |
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Altri autori (Persone) |
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CoolidgeCalvin <1872-1933.> |
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Soggetti |
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Civil service |
Occupations |
Budget - Law and legislation |
Wages |
Legislative materials. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Batch processed record: Metadata reviewed, not verified. Some fields updated by batch processes. |
FDLP item number not assigned. |
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