Lévy Matters IV Estimation for Discretely Observed Lévy Processes /

• Main Authors: Belomestny, Denis (Author), Comte, Fabienne (Author), Genon-Catalot, Valentine (Author), Masuda, Hiroki (Author), Reiß, Markus (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Lecture Notes in Mathematics, 2128
• Subjects: Mathematics.; Probabilities.; Statistics.; Economic theory.; Probability Theory and Stochastic Processes.; Statistics for Business/Economics/Mathematical Finance/Insurance.; Economic Theory/Quantitative Economics/Mathematical Methods.

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 t...

Table of Contents:

• Estimation and calibration of Lévy models via Fourier methods
• Adaptive Estimation for Lévy processes
• Parametric estimation of Lévy processes.