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Lecture notes in mathematics: 4 Estimation for discretely observed Lévy processes

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Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Cham Springer International Publishing 2015
Schriftenreihe:	Lecture notes in mathematics 2128
Online-Zugang:	Volltext Inhaltsverzeichnis Abstract
Beschreibung:	1 Online-Ressource (XV, 286 S.) Ill., graph. Darst.
ISBN:	9783319123738
DOI:	10.1007/978-3-319-12373-8

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Datensatz im Suchindex

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adam_text	LEVY MATTERS IV / BELOMESTNY, DENIS : 2015 TABLE OF CONTENTS / INHALTSVERZEICHNIS ESTIMATION AND CALIBRATION OF LEVY MODELS VIA FOURIER METHODS ADAPTIVE ESTIMATION FOR LEVY PROCESSES PARAMETRIC ESTIMATION OF LEVY PROCESSES DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT. LEVY MATTERS IV / BELOMESTNY, DENIS : 2015 ABSTRACT / INHALTSTEXT THE AIM OF THIS VOLUME IS TO PROVIDE AN EXTENSIVE ACCOUNT OF THE MOST RECENT ADVANCES IN STATISTICS FOR DISCRETELY OBSERVED LEVY 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 TELECOMMUNICATION. THE THREE CHAPTERS OF THIS VOLUME ARE COMPLETELY DEDICATED TO THE ESTIMATION OF LEVY PROCESSES, AND ARE WRITTEN BY EXPERTS IN THE FIELD. THE FIRST CHAPTER BY DENIS BELOMESTNY AND MARKUS REISS TREATS THE LOW FREQUENCY SITUATION, AND ESTIMATION METHODS ARE BASED ON THE EMPIRICAL CHARACTERISTIC FUNCTION. THE SECOND CHAPTER BY FABIENNE COMTE AND VALERY GENON-CATALON IS DEDICATED TO NON-PARAMETRIC ESTIMATION MAINLY COVERING THE HIGH-FREQUENCY DATA CASE. A DISTINCTIVE FEATURE OF THIS PART IS THE CONSTRUCTION OF ADAPTIVE ESTIMATORS, BASED ON DECONVOLUTION OR PROJECTION OR KERNEL METHODS. THE LAST CHAPTER BY HIROKI MASUDA CONSIDERS THE PARAMETRIC SITUATION. THE CHAPTERS COVER THE MAIN ASPECTS OF THE ESTIMATION OF DISCRETELY OBSERVED LEVY PROCESSES, WHEN THE OBSERVATION SCHEME IS REGULAR, FROM AN UP-TO-DATE VIEWPOINT DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
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spellingShingle	Lecture notes in mathematics Lecture notes in mathematics
title	Lecture notes in mathematics
title_auth	Lecture notes in mathematics
title_exact_search	Lecture notes in mathematics
title_full	Lecture notes in mathematics 4 Estimation for discretely observed Lévy processes Denis Belomestny ...
title_fullStr	Lecture notes in mathematics 4 Estimation for discretely observed Lévy processes Denis Belomestny ...
title_full_unstemmed	Lecture notes in mathematics 4 Estimation for discretely observed Lévy processes Denis Belomestny ...
title_short	Lecture notes in mathematics
title_sort	lecture notes in mathematics estimation for discretely observed levy processes
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