Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]

• Pubblicazione: XV, 286 p. ; 24 cm
• Edizione: Cham : Springer, 2015
• Descrizione fisica: Pubblicazione in formato elettronico
• Soggetto topico: 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]; 91Gxx - Actuarial science and mathematical finance [MSC 2020]; 60G51 - Processes with independent increments; Lévy processes [MSC 2020]; 60G10 - Stationary stochastic processes [MSC 2020]; 60G18 - Self-similar stochastic processes [MSC 2020]; 60F05 - Central limit and other weak theorems [MSC 2020]; 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020]; 60G52 - Stable stochastic processes [MSC 2020]; 62G05 - Nonparametric estimation [MSC 2020]; 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020]; 62F12 - Asymptotic properties of parametric estimators [MSC 2020]; 91B84 - Economic time series analysis [MSC 2020]
• Persona (resp. second.): Belomestny, Denis
• Altri titoli varianti: Lévy matters IV.
• Titolo autorizzato: Lévy matters 4. : estimation for discretely observed Lévy processes
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: SUN0101402
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://link.springer.com/openurl?genre=book&isbn=978-3-319-12372-1
• Serie: Lévy matters : a subseries on Lévy processes Berlin . -Springer , 2010-.