Empirical likelihood methods based on characteristic functions with applications to Lévy processes
Year of publication: |
2009
|
---|---|
Authors: | Chan, Ngai Hang ; Chen, Song Xi ; Peng, Liang ; Yu, Cindy L. |
Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 488, p. 1621-1630
|
Subject: | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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