Lévy Matters

Lévy Matters IV

Estimation for Discretely Observed Lévy Processes

Authors: Belomestny, D., Comte, F., Genon-Catalot, V., Masuda, H., Reiß, M.

Free Preview

書籍の購入

イーブック ¥5,053
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-319-12373-8
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: EPUB, PDF
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ソフトカバー ¥6,317
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-319-12372-1
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
この書籍について

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.

レビュー

“This is a remarkable collection presenting different but important aspects in statistical inference problems for Lévy processes based on discrete observations. The authors of the three chapters have made essential contributions in this area. All three chapters are carefully written and referenced. PhD students and professionals in stochastic modelling will benefit a lot from this volume.” (Jordan M. Stoyanov, zbMATH 1330.60002, 2016)


Table of contents (3 chapters)

Table of contents (3 chapters)

書籍の購入

イーブック ¥5,053
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-319-12373-8
  • ウォーターマーク付、 DRMフリー
  • ファイル形式: EPUB, PDF
  • どの電子書籍リーダーからでもすぐにお読みいただけます。
  • ご購入後、すぐにダウンロードしていただけます。
ソフトカバー ¥6,317
価格の適用国: Japan (日本円価格は個人のお客様のみ有効) (小計)
  • ISBN 978-3-319-12372-1
  • 個人のお客様には、世界中どこでも配送料無料でお届けします。
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
Loading...

この書籍のサービス情報

あなたへのおすすめ

Loading...

書誌情報

Bibliographic Information
Book Title
Lévy Matters IV
Book Subtitle
Estimation for Discretely Observed Lévy Processes
Authors
Series Title
Lévy Matters
Series Volume
2128
Copyright
2015
Publisher
Springer International Publishing
Copyright Holder
Springer International Publishing Switzerland
イーブック ISBN
978-3-319-12373-8
DOI
10.1007/978-3-319-12373-8
ソフトカバー ISBN
978-3-319-12372-1
Series ISSN
2190-6637
Edition Number
1
Number of Pages
XV, 286
Number of Illustrations
7 b/w illustrations, 14 illustrations in colour
Topics

*immediately available upon purchase as print book shipments may be delayed due to the COVID-19 crisis. ebook access is temporary and does not include ownership of the ebook. Only valid for books with an ebook version. Springer Reference Works are not included.