Lévy Matters IV PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Lévy Matters IV PDF full book. Access full book title Lévy Matters IV by Denis Belomestny. Download full books in PDF and EPUB format.
Author: Denis Belomestny
Publisher: Springer
ISBN: 3319123734
Category : Mathematics
Languages : en
Pages : 303
Get Book Here
Book Description
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and telecommunication. The three chapters of this volume are completely dedicated to the estimation of Lévy processes, and are written by experts in the field. The first chapter by Denis Belomestny and Markus Reiß treats the low frequency situation, and estimation methods are based on the empirical characteristic function. The second chapter by Fabienne Comte and Valery Genon-Catalon is dedicated to non-parametric estimation mainly covering the high-frequency data case. A distinctive feature of this part is the construction of adaptive estimators, based on deconvolution or projection or kernel methods. The last chapter by Hiroki Masuda considers the parametric situation. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.
Author: Denis Belomestny
Publisher: Springer
ISBN: 3319123734
Category : Mathematics
Languages : en
Pages : 303
Get Book Here
Book Description
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Lévy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and telecommunication. The three chapters of this volume are completely dedicated to the estimation of Lévy processes, and are written by experts in the field. The first chapter by Denis Belomestny and Markus Reiß treats the low frequency situation, and estimation methods are based on the empirical characteristic function. The second chapter by Fabienne Comte and Valery Genon-Catalon is dedicated to non-parametric estimation mainly covering the high-frequency data case. A distinctive feature of this part is the construction of adaptive estimators, based on deconvolution or projection or kernel methods. The last chapter by Hiroki Masuda considers the parametric situation. The chapters cover the main aspects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint.
Author: Thomas Duquesne
Publisher: Springer Science & Business Media
ISBN: 3642140068
Category : Mathematics
Languages : en
Pages : 216
Get Book Here
Book Description
Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.
Author: Benjamin Vaughan Abbott
Publisher:
ISBN:
Category : Law reports, digests, etc
Languages : en
Pages : 928
Get Book Here
Book Description
Author: Julien Chevallier
Publisher: Routledge
ISBN: 1351669095
Category : Business & Economics
Languages : en
Pages : 381
Get Book Here
Book Description
This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. Financial Mathematics, Volatility and Covariance Modelling: Volume 2 provides a key repository on the current state of knowledge, the latest debates and recent literature on financial mathematics, volatility and covariance modelling. The first section is devoted to mathematical finance, stochastic modelling and control optimization. Chapters explore the recent financial crisis, the increase of uncertainty and volatility, and propose an alternative approach to deal with these issues. The second section covers financial volatility and covariance modelling and explores proposals for dealing with recent developments in financial econometrics This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 948
Get Book Here
Book Description
Author: Georgia. Supreme Court
Publisher:
ISBN:
Category : Law reports, digests, etc
Languages : en
Pages : 928
Get Book Here
Book Description
Author: Gilbert Kodilinye
Publisher: Routledge
ISBN: 1136279326
Category : Law
Languages : en
Pages : 562
Get Book Here
Book Description
The law of trusts is a subject of considerable importance in the Commonwealth Caribbean. Traditional areas, such as testamentary trusts, resulting and constructive trusts, and charitable trusts, are now fully incorporated into the mainstream substantive law of the region, while the principles associated with offshore trust regimes are constantly expanding and developing. This book has been updated to reflect new case law and legislation, and to highlight recent trends relating to both traditional and offshore trusts.
Author:
Publisher:
ISBN:
Category : Law reports, digests, etc
Languages : en
Pages : 1152
Get Book Here
Book Description
![Water Works Schedule I-[IV] ... PDF](https://books.google.com/books/content/images/frontcover/eHHfBCel9MkC?fife=w80-h100)
Author: National Civic Federation. Commission on Municipal Ownership and Operation
Publisher:
ISBN:
Category :
Languages : en
Pages : 446
Get Book Here
Book Description
Author: North Carolina. Supreme Court
Publisher:
ISBN:
Category : Law reports, digests, etc
Languages : en
Pages : 1124
Get Book Here
Book Description
Cases argued and determined in the Supreme Court of North Carolina.
