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1202.6611
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Confidence sets in nonparametric calibration of exponential Lévy models
29 February 2012
Jakob Söhl
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ArXiv (abs)
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Papers citing
"Confidence sets in nonparametric calibration of exponential Lévy models"
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Title
Efficient nonparametric inference for discretely observed compound Poisson processes
Alberto J. Coca
176
21
0
28 Dec 2015
1
