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Estimation for discretely observed Levy processes/

Belomestny, Denis,

Estimation for discretely observed Levy processes/ Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiss. - xv, 286 pages: illustrations (black and white); 24 cm. - Lecture notes in mathematics, 2128 0075-8434; Levy matters; IV . - Lecture notes in mathematics (Springer-Verlag); 2128. .

"Lecture notes in mathematics, ISSN electronic edition: 1617-9692" -- Title page verso.

Includes bibliographical references.

Estmation and calibration of Lâevy models via Fourier methods / Denis Belomestny and Markus ReiÇ -- Adaptive estimation for Lâevy processes / Fabienne Comte and Valentine Genon-Catalot -- Parametric estimation of Lâevy processes / Hiroki Masuda.

ISBN: 9783319123721 (paperback) 3319123726 (paperback)

LCCN: 2014958018

Nat. Bib. No.: GBB511289 bnb

Subjects--Topical Terms:
Lévy processes.

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