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

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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:

Subjects:

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Centre de recherche en économie et statistique: Série des documents de travail