BOOK-CHAPTER

Adaptive Estimation for Lévy processes

Fabienne ComteFabienne Comte

Year: 2015 HAL (Le Centre pour la Communication Scientifique Directe)   Publisher: Centre National de la Recherche Scientifique
Keywords:
Mathematics Applied mathematics Estimation Lévy process Economics

Metrics

0
Cited By
0.00
FWCI (Field Weighted Citation Impact)
0
Refs
0.48
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Topics

Hermeneutics and Narrative Identity
Social Sciences →  Arts and Humanities →  Philosophy
Aging, Elder Care, and Social Issues
Health Sciences →  Health Professions →  General Health Professions
Health, Medicine and Society
Health Sciences →  Health Professions →  General Health Professions

Related Documents

BOOK-CHAPTER

Adaptive Estimation for Lévy Processes

Fabienne ComteValentine Genon‐Catalot

Lecture notes in mathematics Year: 2014 Pages: 77-177
DISSERTATION

Nonparametric adaptive estimation for discretely observed Lévy processes

Julia Johanna Kappus

University:   edoc Publication server (Humboldt University of Berlin) Year: 2012
JOURNAL ARTICLE

Nonparametric adaptive estimation for pure jump Lévy processes

Fabienne ComteValentine Genon‐Catalot

Journal:   Annales de l Institut Henri Poincaré Probabilités et Statistiques Year: 2010 Vol: 46 (3)
JOURNAL ARTICLE

Adaptive pointwise estimation for pure jump Lévy processes

Mélina BecClaire Lacour

Journal:   Statistical Inference for Stochastic Processes Year: 2015 Vol: 18 (3)Pages: 229-256
JOURNAL ARTICLE

Adaptive nonparametric estimation for Lévy processes observed at low frequency

Johanna Kappus

Journal:   Stochastic Processes and their Applications Year: 2013 Vol: 124 (1)Pages: 730-758
© 2026 ScienceGate Book Chapters — All rights reserved.