Jump filtering and efficient drift estimation for Lévy-Driven SDE'S

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Bibliographic Details

Authors and Corporations:	Gloter, Arnaud (Author), Loukianova, Dasha (Author), Mai, Hilmar (Author)
Other Authors:	Loukianova, Dasha [Author] • Mai, Hilmar [Author]
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2016]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2016, 04
Subjects:	Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen