Orthogonal Expansion of Levy Process Functionals: Theory and Practice
Year of publication: |
2013
|
---|---|
Authors: | Dong, Chaohua ; Gao, Jiti |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Asymptotic theory Expansion | Levy Process | Nonstationary time series | Orthogonal Series |
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