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Levy Matters IV: Estimation for Discretely Observed Levy Processes - Lecture Notes in Mathematics Denis Belomestny 2015 edition
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Levy Matters IV: Estimation for Discretely Observed Levy Processes - Lecture Notes in Mathematics
Denis Belomestny
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.
286 pages, 7 black & white illustrations, 14 colour illustrations, 14 black & white tables, biograph
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 16 de dezembro de 2014 |
| ISBN13 | 9783319123721 |
| Editoras | Springer International Publishing AG |
| Páginas | 286 |
| Dimensões | 159 × 236 × 22 mm · 468 g |
| Idioma | Inglês |
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