LEADER 04193nam 22006975 450 001 9910132308403321 005 20200702071504.0 010 $a3-319-12373-4 024 7 $a10.1007/978-3-319-12373-8 035 $a(CKB)3710000000325003 035 $a(SSID)ssj0001408296 035 $a(PQKBManifestationID)11814570 035 $a(PQKBTitleCode)TC0001408296 035 $a(PQKBWorkID)11346333 035 $a(PQKB)10510057 035 $a(DE-He213)978-3-319-12373-8 035 $a(MiAaPQ)EBC5577184 035 $a(PPN)183152131 035 $a(EXLCZ)993710000000325003 100 $a20141205d2015 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aLévy Matters IV $eEstimation for Discretely Observed Lévy Processes /$fby Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß 205 $a1st ed. 2015. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015. 215 $a1 online resource (XV, 286 p. 21 illus., 14 illus. in color.) 225 1 $aLévy Matters, A Subseries on Lévy Processes,$x2190-6637 ;$v2128 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-319-12372-6 320 $aIncludes bibliographical references. 327 $aEstimation and calibration of Lévy models via Fourier methods -- Adaptive Estimation for Lévy processes -- Parametric estimation of Lévy processes. 330 $aThe aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and telecommunication. The three chapters of this volume are completely dedicated to the estimation of Lévy processes, and are written by experts in the field. The first chapter by Denis Belomestny and Markus Reiß treats the low frequency situation, and estimation methods are based on the empirical characteristic function. The second chapter by Fabienne Comte and Valery Genon-Catalon is dedicated to non-parametric estimation mainly covering the high-frequency data case. A distinctive feature of this part is the construction of adaptive estimators, based on deconvolution or projection or kernel methods. The last chapter by Hiroki Masuda considers the parametric situation. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint. 410 0$aLévy Matters, A Subseries on Lévy Processes,$x2190-6637 ;$v2128 606 $aProbabilities 606 $aStatistics  606 $aEconomic theory 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aEconomic Theory/Quantitative Economics/Mathematical Methods$3https://scigraph.springernature.com/ontologies/product-market-codes/W29000 615 0$aProbabilities. 615 0$aStatistics . 615 0$aEconomic theory. 615 14$aProbability Theory and Stochastic Processes. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aEconomic Theory/Quantitative Economics/Mathematical Methods. 676 $a519.282 700 $aBelomestny$b Denis$4aut$4http://id.loc.gov/vocabulary/relators/aut$0739652 702 $aComte$b Fabienne$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aGenon-Catalot$b Valentine$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aMasuda$b Hiroki$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aReiß$b Markus$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910132308403321 996 $aLévy matters IV$91465256 997 $aUNINA