Levy Matters IV: Estimation for Discretely Observed Levy Processes (Bog, Paperback / softback, Engelsk) af Denis Belomestny

Levy Matters IV: Estimation for Discretely Observed Levy Processes

(Bog, Paperback / softback, Engelsk)
Forfattere: Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß

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Beskrivelse

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.

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Alle detaljer

Forlag Springer International Publishing AG
Forfattere Denis Belomestny, Fabienne Comte, Valentine Genon-Catalot, Hiroki Masuda, Markus Reiß
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2015 ed.
Udgivelsesdato 16-12-2014
Første udgivelsesår 2014
Serie Levy Matters
Illustrationer 14 Illustrations, color; 7 Illustrations, black and white; XV, 286 p. 21 illus., 14 illus. in color.
Originalsprog Switzerland
Sideantal 286
Indbinding Paperback / softback
Forlag Springer International Publishing AG
Sideoplysninger 286 pages, 14 Illustrations, color; 7 Illustrations, black and white; XV, 286 p. 21 illus., 14 illus
Mål 236 x 159 x 22
ISBN-13 / EAN-13 9783319123721