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Del 2128 - Lecture Notes in Mathematics
Lévy Matters IV
Estimation for Discretely Observed Lévy Processes
Häftad, Engelska, 2014
482 kr
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The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.