04218nam 22006975 450 99621126670331620200702071504.03-319-12373-410.1007/978-3-319-12373-8(CKB)3710000000325003(SSID)ssj0001408296(PQKBManifestationID)11814570(PQKBTitleCode)TC0001408296(PQKBWorkID)11346333(PQKB)10510057(DE-He213)978-3-319-12373-8(MiAaPQ)EBC5577184(PPN)183152131(EXLCZ)99371000000032500320141205d2015 u| 0engurnn|008mamaatxtccrLévy Matters IV[electronic resource] Estimation for Discretely Observed Lévy Processes /by Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß1st ed. 2015.Cham :Springer International Publishing :Imprint: Springer,2015.1 online resource (XV, 286 p. 21 illus., 14 illus. in color.) Lévy Matters, A Subseries on Lévy Processes,2190-6637 ;2128Bibliographic Level Mode of Issuance: Monograph3-319-12372-6 Includes bibliographical references.Estimation and calibration of Lévy models via Fourier methods -- Adaptive Estimation for Lévy processes -- Parametric estimation of Lévy processes.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. 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.Lévy Matters, A Subseries on Lévy Processes,2190-6637 ;2128ProbabilitiesStatistics Economic theoryProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Statistics for Business, Management, Economics, Finance, Insurancehttps://scigraph.springernature.com/ontologies/product-market-codes/S17010Economic Theory/Quantitative Economics/Mathematical Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/W29000Probabilities.Statistics .Economic theory.Probability Theory and Stochastic Processes.Statistics for Business, Management, Economics, Finance, Insurance.Economic Theory/Quantitative Economics/Mathematical Methods.519.282Belomestny Denisauthttp://id.loc.gov/vocabulary/relators/aut739652Comte Fabienneauthttp://id.loc.gov/vocabulary/relators/autGenon-Catalot Valentineauthttp://id.loc.gov/vocabulary/relators/autMasuda Hirokiauthttp://id.loc.gov/vocabulary/relators/autReiß Markusauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK996211266703316Lévy matters IV1465256UNISA01992nam0 22005293i 450 VAN026846420240321104147.324N978146849330620231205d1982 |0itac50 baengUS|||| |||||ˆA ‰Hilbert space problem bookPaul R. Halmos2. ed. rev. and enlNew YorkSpringer-Verlag1982xvii, 369 p.24 cm001VAN00235792001 Graduate texts in mathematics210 New York [etc.]Springer19VAN0241438ˆA ‰Hilbert space problem book7933846-XXFunctional analysis [MSC 2020]VANC019764MF00A07Problem books [MSC 2020]VANC021527MF46CxxInner product spaces and their generalizations, Hilbert spaces [MSC 2020]VANC024842MFAnalytic functionsKW:KCompact OperatorsKW:KCompactnessKW:KConvergenceKW:KConvexityKW:KEigenvalueKW:KHilbert SpaceKW:KIntegrationKW:KMaximumKW:KMeasureKW:KMetric spacesKW:KMinimumKW:KOperatorsKW:KSpacesKW:KUSNew YorkVANL000011HalmosPaul R.VANV020920439609Springer <editore>VANV108073650Halmos, Paul RichardHalmos, Paul R.VANV030339Halmos, P. R.Halmos, Paul R.VANV062966ITSOL20240614RICABIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0268464BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 7545 08eMF7545 20231211 Hilbert space problem book79338UNICAMPANIA