Efficient estimation of stable Levy process with symmetric jumps

23 May 2018

Papers citing "Efficient estimation of stable Levy process with symmetric jumps"

4 / 4 papers shown

Title
One-step corrected projected stochastic gradient descent for statistical estimation A. Brouste Youssef Esstafa 9 0 0 09 Jun 2023
Estimation of a pure-jump stable Cox-Ingersoll-Ross process Elise Bayraktar E. Clément 16 1 0 05 Apr 2023
Asymptotically Efficient Estimation of Ergodic Rough Fractional Ornstein-Uhlenbeck Process under Continuous Observations Kohei Chiba Tetsuya Takabatake 11 0 0 07 Apr 2022
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process Fabian Mies 22 10 0 19 Jun 2019