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Nonparametric estimation for a spectrally negative Lévy ris..:
Cai, Chunhao
;
Chen, Nan
;
You, Honglong
Journal of Computational and Applied Mathematics. 328 (2018) - p. 432-442 , 2018
Link:
https://doi.org/10.1016/j.cam.2017.05.049
RT Journal T1 <Title>Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2017.05.049&Exemplar=1&LAN=DE A1 Cai, Chunhao A1 Chen, Nan A1 You, Honglong PB Elsevier BV YR 2018 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 328 SP 432 OP 442 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2017.05.049 DO https://doi.org/10.1016/j.cam.2017.05.049 SF ELIB - SuUB Bremen
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