Statistical inference for time-changed Lévy processes via composite characteristic function estimation

1 March 2010

Papers citing "Statistical inference for time-changed Lévy processes via composite characteristic function estimation"

4 / 4 papers shown

Title
Estimating a multivariate Lévy density based on discrete observations Maximilian F. Steffen 24 0 0 23 May 2023
Volatility Decomposition and Estimation in Time-Changed Price Models R. Dahlhaus Sophon Tunyavetchakit 19 4 0 07 May 2016
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes Denis Belomestny Mathias Trabs 33 12 0 15 Oct 2015
Realized Laplace transforms for pure-jump semimartingales Viktor Todorov George Tauchen 73 34 0 24 Jul 2012