Realized Laplace transforms for pure-jump semimartingales

24 July 2012

Papers citing "Realized Laplace transforms for pure-jump semimartingales"

5 / 5 papers shown

Title
Statistical inference for time-changed Lévy processes via composite characteristic function estimation Denis Belomestny 115 50 0 01 Mar 2010
$Spectral estimation of the fractional order of a Lévy process$ Spectral estimation of the fractional order of a Lévy process Denis Belomestny 212 54 0 12 Jan 2010
Estimating the degree of activity of jumps in high frequency data Yacine Ait-Sahalia J. Jacod 87 263 0 21 Aug 2009
Maximum likelihood estimation for $α$ -stable autoregressive processes B. Andrews M. Calder Richard A. Davis 90 83 0 13 Aug 2009
Nonparametric estimation for Lévy processes from low-frequency observations Michael H. Neumann M. Reiß 130 154 0 13 Sep 2007