JOURNAL ARTICLE
Adaptive nonparametric estimation for Lévy processes observed at low frequency
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
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4.75
FWCI (Field Weighted Citation Impact)
42
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0.96
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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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