Spectral estimation of the Lévy density in partially observed affine models. Belomestny, D. Stochastic Process. Appl., 121(6):1217–1244, 2011.
Spectral estimation of the Lévy density in partially observed affine models [link]Paper  doi  bibtex   1 download  
@article {MR2794974,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Spectral estimation of the {L}\'{e}vy density in partially
              observed affine models},
   JOURNAL = {Stochastic Process. Appl.},
  FJOURNAL = {Stochastic Processes and their Applications},
    VOLUME = {121},
      YEAR = {2011},
    NUMBER = {6},
     PAGES = {1217--1244},
      ISSN = {0304-4149},
   MRCLASS = {62G05 (60G51 60J25 62G07 62G20 62M05)},
  MRNUMBER = {2794974},
MRREVIEWER = {Ross S. McVinish},
       DOI = {10.1016/j.spa.2011.02.001},
       URL = {https://doi.org/10.1016/j.spa.2011.02.001},
}

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