Lévy Matters IV Estimation for Discretely Observed Lévy Processes / by Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß.

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 t...

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Bibliographic Details
Main Authors: Belomestny, Denis (Author), Comte, Fabienne (Author), Genon-Catalot, Valentine (Author), Masuda, Hiroki (Author), Reiß, Markus (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Lévy Matters, A Subseries on Lévy Processes, 2128
Springer eBook Collection.
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