BOOK-CHAPTER

Parametric Estimation of Lévy Processes

H. Masuda

Year: 2014 Lecture notes in mathematics Pages: 179-286   Publisher: Springer Nature
Keywords:
Mathematics Applied mathematics Jump Parametric statistics Asymptotic distribution Statistical physics Calculus (dental) Statistics

Metrics

23
Cited By
4.45
FWCI (Field Weighted Citation Impact)
68
Refs
0.94
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance
Statistical Distribution Estimation and Applications
Physical Sciences →  Mathematics →  Statistics and Probability

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