Lévy matters IV : estimation for discretely observed Lévy processes /: estimation for discretely observed Lévy processes. (2015)

• Record Type: Book
• Further Information: Note: Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß.
• Authors: Belomestny, Denis
• Contents: Estimation and calibration of Lévy models via Fourier methods -- Adaptive Estimation for Lévy processes -- Parametric estimation of Lévy processes.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource (xv, 286 pages), illustrations (some color)
• Subjects: 519.2; Mathematics; Lévy processes; Lévy processes; Business & Economics -- Statistics; Business & Economics -- Economics -- Theory; Probability & statistics; Economic theory & philosophy; Distribution (Probability theory); Statistics; Economic theory; Mathematics -- Probability & Statistics -- General; Electronic books
• Languages: English
• ISBNs: 9783319123738; 3319123734; 3319123726; 9783319123721
• Related ISBNs: 9783319123721
• Notes: Note: Includes bibliographical references.; Note: Online resource; title from PDF title page (SpringerLink, viewed March 2, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.