JOURNAL ARTICLE

Adaptive nonparametric estimation for Lévy processes observed at low frequency

Johanna Kappus

Year: 2013 Journal:   Stochastic Processes and their Applications Vol: 124 (1)Pages: 730-758   Publisher: Elsevier BV
Keywords:
Mathematics Estimator Nonparametric statistics Kernel density estimation Applied mathematics Bandwidth (computing) Kernel (algebra) Mathematical optimization Generalization Deconvolution Selection (genetic algorithm) Econometrics Algorithm Statistics Computer science Mathematical analysis Discrete mathematics Artificial intelligence

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26
Cited By
4.75
FWCI (Field Weighted Citation Impact)
42
Refs
0.96
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Is in top 1%
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Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
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

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