Nonparametric inference of discretely sampled stable Lévy processes
Zhibiao Zhao; Wei Biao Wu
| Year of publication: |
2009
|
|---|---|
| Authors: | Zhao, Zhibiao ; Wu, Wei Biao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 153.2009, 1, p. 83-92
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Induktive Statistik | Statistical inference | Optionspreistheorie | Option pricing theory | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003892656