Lévy Matters IV

"This is a remarkable collection presenting different but important aspects in statistical inference problems for Levy processes based on discrete observations. The authors of the three chapters have made essential contributions in this area. All three chapters are carefully written and referenced. PhD students and professionals in stochastic modelling will benefit a lot from this volume." (Jordan M. Stoyanov, zbMATH 1330.60002, 2016)

• Estimation and calibration of Lévy models via Fourier methods.- Adaptive Estimation for Lévy processes.- Parametric estimation of Lévy processes.