Statistical inference for time-changed Lévy processes via composite characteristic function estimation. Belomestny, D. Ann. Statist., 39(4):2205–2242, 2011.
Statistical inference for time-changed Lévy processes via composite characteristic function estimation [link]Paper  doi  bibtex   
@article {MR2893866,
    AUTHOR = {Belomestny, Denis},
     TITLE = {Statistical inference for time-changed {L}\'{e}vy processes via
              composite characteristic function estimation},
   JOURNAL = {Ann. Statist.},
  FJOURNAL = {The Annals of Statistics},
    VOLUME = {39},
      YEAR = {2011},
    NUMBER = {4},
     PAGES = {2205--2242},
      ISSN = {0090-5364},
   MRCLASS = {62G05 (60G51 62F12)},
  MRNUMBER = {2893866},
MRREVIEWER = {Stergios B. Fotopoulos},
       DOI = {10.1214/11-AOS901},
       URL = {https://doi.org/10.1214/11-AOS901},
}

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