"Nonparametric estimation for a spectrally negative Lévy risk ..."

Chunhao Cai, Nan Chen, Honglong You (2018)

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DOI: 10.1016/J.CAM.2017.05.049

access: closed

type: Journal Article

metadata version: 2020-02-20

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Chunhao Cai, Nan Chen, Honglong You:
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. J. Comput. Appl. Math. 328: 432-442 (2018)

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