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Levy Matters IV

- Estimation for Discretely Observed Levy Processes

About Levy Matters IV

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Levy processes. The chapters cover the main aspects of the estimation of discretely observed Levy processes, when the observation scheme is regular, from an up-to-date viewpoint.

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  • Language:
  • English
  • ISBN:
  • 9783319123721
  • Binding:
  • Paperback
  • Pages:
  • 286
  • Published:
  • December 16, 2014
  • Edition:
  • 2015
  • Dimensions:
  • 159x236x22 mm.
  • Weight:
  • 468 g.
Delivery: 2-4 weeks
Expected delivery: October 24, 2024

Description of Levy Matters IV

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Levy processes. The chapters cover the main aspects of the estimation of discretely observed Levy processes, when the observation scheme is regular, from an up-to-date viewpoint.

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