Statistical inference for time-changed Lévy processes via Mellin transform approach
Author:
Funder
Deutsche Forschungsgemeinschaft
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference19 articles.
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2. Regularization independent of the noise level: an analysis of quasi-optimality;Bauer;Inverse Problems,2008
3. Statistical inference for time-changed Lévy processes via composite characteristic function estimation;Belomestny;Ann. Statist.,2011
4. Lévy Matters IV, Estimation for Discretely Observed Lévy Processes;Belomestny,2014
5. Statistical skorohod embedding problem: Optimality and asymptotic normality;Belomestny;Statist. Probab. Lett.,2015
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