BOOK-CHAPTER
Adaptive Estimation for Lévy Processes
Fabienne ComteValentine Genon‐Catalot
Year: 2014 Lecture notes in mathematics Pages: 77-177 Publisher: Springer Nature
Keywords:
Mathematics Estimator Kernel density estimation Nonparametric statistics Applied mathematics Density estimation Kernel (algebra) Jump Variable kernel density estimation Deconvolution Gaussian process Gaussian Mathematical optimization Statistics Combinatorics Kernel method Computer science
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3.56
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80
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0.91
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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
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
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