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Quantile estimation for Lévy measures
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Quantile estimation for Lévy measures

Mathias Trabs
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Papers citing "Quantile estimation for Lévy measures"

3 / 3 papers shown
Title
Estimating a multivariate Lévy density based on discrete observations
Estimating a multivariate Lévy density based on discrete observations
Maximilian F. Steffen
54
0
0
23 May 2023
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
Kengo Kato
Daisuke Kurisu
82
14
0
01 May 2017
Efficient nonparametric inference for discretely observed compound Poisson processes
Efficient nonparametric inference for discretely observed compound Poisson processes
Alberto J. Coca
166
21
0
28 Dec 2015

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