Spectral estimation of the fractional order of a Lévy process
Year of publication: |
2009
|
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Authors: | Belomestny, Denis |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Optionspreistheorie | Stochastischer Prozess | Nichtparametrisches Verfahren | Finanzmathematik | Theorie | regular Lévy processes | Blumenthal-Getoor index | semiparametric estimation |
Series: | SFB 649 Discussion Paper ; 2009,021 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 598739084 [GVK] hdl:10419/25337 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation |
Source: |
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Spectral estimation of the fractional order of a Lévy process
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