Nonparametric estimation for a class of Lévy processes
Year of publication: |
2010
|
---|---|
Authors: | Chen, Song Xi ; Delaigle, Aurore ; Hall, Peter |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 157.2010, 2, p. 257-271
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
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