Lévy Matters IV: Estimation for Discretely Observed Lévy Processes

by Markus Reiss, Hiroki Masuda, Valentine Genon-Catalot, et al.

The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed L?vy 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 L?vy processes, and are written by experts...

• Format: Paperback
• Language: English
• ISBN: 3319123726
• ISBN13: 9783319123721
• Release Date: December 2014
• Publisher: Springer
• Length: 286 Pages
• Weight: 0.95 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"