BOOK-CHAPTER
Parametric Estimation of Lévy Processes
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
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23
Cited By
4.45
FWCI (Field Weighted Citation Impact)
68
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0.94
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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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