02863nam0 2200529 i 450 VAN010140220211110095333.147N978331912373820150414d2015 |0itac50 baengCH|||| |||||Lévy matters 4. : estimation for discretely observed Lévy processesDenis Belomestny ... [et al.]ChamSpringer2015XV, 286 p.24 cm001VAN00981752001 Lévy mattersa subseries on Lévy processes210 Berlin [etc.]Springer001VAN01022502001 Lecture notes in mathematics210 Berlin [etc.]Springer2128VAN0234126Lévy matters 4. : estimation for discretely obser1907534VAN0101404Lévy matters IV.60J10Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]VANC020036MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF60G51Processes with independent increments; Lévy processes [MSC 2020]VANC020665MF60G10Stationary stochastic processes [MSC 2020]VANC021552MF60G18Self-similar stochastic processes [MSC 2020]VANC024270MF60F05Central limit and other weak theorems [MSC 2020]VANC024652MF62M05Markov processes: estimation; hidden Markov models [MSC 2020]VANC024698MF60G52Stable stochastic processes [MSC 2020]VANC028993MF62G05Nonparametric estimation [MSC 2020]VANC029306MF60G70Extreme value theory; extremal stochastic processes [MSC 2020]VANC030771MF62F12Asymptotic properties of parametric estimators [MSC 2020]VANC030772MF91B84Economic time series analysis [MSC 2020]VANC030773MFAdaptive estimationKW:KEstimation with discrete observationsKW:KNon-parametric estimationKW:KParametric estimation of Lévy processesKW:KSpectral estimatorsKW:KCHChamVANL001889BelomestnyDenisVANV079273Springer <editore>VANV108073650ITSOL20240614RICAhttps://doi.org/10.1007/978-3-319-12373-8E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0101402BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 08LNM2128 20150429 Lévy matters 4. : estimation for discretely obser1907534UNICAMPANIA