Parametric estimation of Lévy processes

1 September 2014

Papers citing "Parametric estimation of Lévy processes"

6 / 6 papers shown

Title
Fast Likelihood-Free Parameter Estimation for Lévy Processes Nicolas Coloma William Kleiber 137 0 0 03 May 2025
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency Hiroki Masuda 47 55 0 13 Aug 2013
On the small-time behavior of subordinators S. Bar-Lev A. Lopker W. Stadje 49 7 0 25 Jul 2012
Realized Laplace transforms for pure-jump semimartingales Viktor Todorov George Tauchen 109 34 0 24 Jul 2012
Modeling high-frequency financial data by pure jump processes Bing-Yi Jing Xinbing Kong Zhi Liu 68 65 0 05 Jun 2012
Nonparametric tests for pathwise properties of semimartingales R. Cont C. Mancini 53 90 0 22 Apr 2011