Estimation for discretely observed Levy processes/ Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiss.

By:

Belomestny, Denis [author.]

Contributor(s):

Series: Lecture notes in mathematics (Springer-Verlag) ; 2128.Publisher: Cham: Springer, [2015]Description: xv, 286 pages: illustrations (black and white); 24 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

9783319123721 (paperback)
3319123726 (paperback)

Subject(s):

Online resources:

Also published electronically.

Contents:

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.

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	Castorina Estantes Abertas (Open Shelves)	Coleções de Monografias (Monographs Collections)		1	Available		39063000676364

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

Includes bibliographical references.

Also published electronically.

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