Orthogonal expansion of Lévy process functionals : theory and practice
Year of publication: |
2013
|
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Authors: | Dong, Chaohua ; Gao, Jiti |
Publisher: |
Clayton, Vic. : Dep. of Econometrics and Business Statistics, Monash Univ. |
Subject: | Asymptotic theory | Orthogonal series expansion | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
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