Beschreibung:
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy 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.
Estimation and calibration of Lévy models via Fourier methods.- Adaptive Estimation for Lévy processes.- Parametric estimation of Lévy processes.