Identifying the successive Blumenthal-Getoor indices of a discretely observed process

24 September 2012

Papers citing "Identifying the successive Blumenthal-Getoor indices of a discretely observed process"

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Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process Fabian Mies 19 10 0 19 Jun 2019
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 33 44 0 12 Mar 2014