02523nam0 2200457 i 450 SUN010140220160504093931.1360.00N978331912373820150414d2015 |0engc50 baengCH|||| |||||*Lévy matters 4. : estimation for discretely observed Lévy processesDenis Belomestny ... [et al.]Cham : Springer, 2015XV286 p. ; 24 cmPubblicazione in formato elettronico001SUN00981752001 Lévy mattersa subseries on Lévy processes210 BerlinSpringer2010-.001SUN01022502001 *Lecture notes in mathematics2128210 Berlin [etc.]Springer1964-215 Dal 2011 i volumi sono disponibili in formato elettronico.SUN0101404Lévy matters IV.60J10Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]MFSUNC02003691GxxActuarial science and mathematical finance [MSC 2020]MFSUNC02009360G51Processes with independent increments; Lévy processes [MSC 2020]MFSUNC02066560G10Stationary stochastic processes [MSC 2020]MFSUNC02155260G18Self-similar stochastic processes [MSC 2020]MFSUNC02427060F05Central limit and other weak theorems [MSC 2020]MFSUNC02465262M05Markov processes: estimation; hidden Markov models [MSC 2020]MFSUNC02469860G52Stable stochastic processes [MSC 2020]MFSUNC02899362G05Nonparametric estimation [MSC 2020]MFSUNC02930660G70Extreme value theory; extremal stochastic processes [MSC 2020]MFSUNC03077162F12Asymptotic properties of parametric estimators [MSC 2020]MFSUNC03077291B84Economic time series analysis [MSC 2020]MFSUNC030773CHChamSUNL001889Belomestny, DenisSUNV079273SpringerSUNV000178650ITSOL20201026RICAhttp://link.springer.com/openurl?genre=book&isbn=978-3-319-12372-1SUN0101402UFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 08LNM2128 20150429 Lévy matters 4. : estimation for discretely observed Lévy processes1411156UNICAMPANIA