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[null,"1.","Record Nr.",null,"UNICAMPANIASUN0101402"]
[null,null,"Titolo",null,"Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]"]
[null,null,"Pubbl/distr/stampa",null,"XV, 286 p. ; 24 cm"]
[null,null,"Edizione",null,"[Cham : Springer, 2015]"]
[null,null,"Descrizione fisica",null,"Pubblicazione in formato elettronico"]
[null,null,"Soggetti",null,"60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]"]
[{"$nulls":4},"91Gxx - Actuarial science and mathematical finance [MSC 2020]"]
[{"$nulls":4},"60G51 - Processes with independent increments; Lévy processes [MSC 2020]"]
[{"$nulls":4},"60G10 - Stationary stochastic processes [MSC 2020]"]
[{"$nulls":4},"60G18 - Self-similar stochastic processes [MSC 2020]"]
[{"$nulls":4},"60F05 - Central limit and other weak theorems [MSC 2020]"]
[{"$nulls":4},"62M05 - Markov processes: estimation; hidden Markov models [MSC 2020]"]
[{"$nulls":4},"60G52 - Stable stochastic processes [MSC 2020]"]
[{"$nulls":4},"62G05 - Nonparametric estimation [MSC 2020]"]
[{"$nulls":4},"60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]"]
[{"$nulls":4},"62F12 - Asymptotic properties of parametric estimators [MSC 2020]"]
[{"$nulls":4},"91B84 - Economic time series analysis [MSC 2020]"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]