Lévy Matters IV: Estimation for Discretely Observed Lévy Processes: 2128 (Lecture Notes in Mathematics, 2128) - Image 1

£29.46

Springer Lévy Matters IV: Estimation for Discretely Observed Lévy Processes: 2128 (Lecture Notes in Mathematics, 2128)

Name: Levy Matters IV: Estimation for Discretely Observed Levy Processes: 2128 (Lecture Notes in Mathematics, 2128)
Brand: Springer
Price: 34.65 GBP
Availability: InStock

Econometrics

Price History & Forecast

Last 89 days • 89 data points

Historical

Generating forecast...

Price Distribution

Price distribution over 89 days • 3 price levels

Days at Price

Current Price

Price Analysis

Most common price: £37 (77 days, 86.5%)

Price range: £29 - £37

Price levels: 3 different prices over 89 days

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.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3319123726
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 16 December 2014
Listed Since: 12 September 2014

Barcode

No barcode data available

Springer Lévy Matters IV: Estimation for Discretely Observed Lévy Processes: 2128 (Lecture Notes in Mathematics, 2128)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)

Basics of Applied Stochastic Processes (Probability and Its Applications)

Efficient Online Learning Algorithms for Total Least Square Problems: 21 (Engineering Applications of Computational Methods, 21)

Probability Theory: Independence, Interchangeability, Martingales (Springer Texts in Statistics)

Large Sample Techniques for Statistics (Springer Texts in Statistics)

Recent Advances and Trends in Nonparametric Statistics

Foundations of Time Series Analysis and Prediction Theory: 379 (Wiley Series in Probability and Statistics)

Data Analysis and Applications 3: Computational, Classification, Financial, Statistical and Stochastic Methods (Innovation, Entrepreneurship, ... Artificial Intelligence and Data Analysis, 5)

Probability and Stochastics: 261 (Graduate Texts in Mathematics, 261)

Discrete Probability (Undergraduate Texts in Mathematics)

Basics of Modern Mathematical Statistics (Springer Texts in Statistics)

General Theory of Leibniz Algebras (Synthesis Lectures on Mathematics & Statistics)

Diffusion Processes and Related Problems in Analysis: Stochastic Flows: 22 (Progress in Probability)

Non-Life Insurance Mathematics: An Introduction with the Poisson Process (Universitext)

An Introduction to Theory and Applications of Stationary Variational-Hemivariational Inequalities: 220 (Applied Mathematical Sciences, 220)

A One-Semester Course on Probability (Springer Undergraduate Mathematics Series)

Difference Equations in Normed Spaces: Stability and Oscillations (Volume 206) (North-Holland Mathematics Studies, Volume 206)

An Introduction to the Modern Martingale Theory and Applications: An Analytic View: 81 (Texts in Applied Mathematics, 81)

Modern Sampling Theory: Mathematics and Applications (Applied and Numerical Harmonic Analysis)

Probability, Random Variables, and Data Analytics with Engineering Applications

Advanced Multivariate Statistics with Matrices: 579 (Mathematics and Its Applications, 579)

Parameter Estimation of Nonlinear Random Medium by Scattered Electromagnetic Fields (Springer Tracts in Electrical and Electronics Engineering)

Introduction to Variance Estimation (Statistics for Social and Behavioral Sciences)

State Estimation for Nonlinear Continuous–Discrete Stochastic Systems: Numerical Aspects and Implementation Issues (Studies in Systems, Decision and Control, 539)