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

Honglong You, Chunhao Cai (2019)

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DOI: 10.1016/J.CAM.2018.06.023

access: closed

type: Journal Article

metadata version: 2020-02-20

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Honglong You, Chunhao Cai:
Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. J. Comput. Appl. Math. 345: 196-205 (2019)

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