Estimation for Discretely Observed Lévy Processes
by
Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot
Language: English
Release Date: December 5, 2014
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and...