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Bootstrapping continuous time autoregressive processes
Publisher: Springer
Year: 2014
Estimating time changes in noisy Levy models
Publisher: The Institute of Mathematical Statistics
Year: 2014
On infinitely divisible distributions with polynomially decaying characteristic functions
Publisher: Elsevier Science
Year: 2014
Laws of the iterated logarithm of Chover type for operator stable Lévy processes
Publisher: Elsevier Science
Year: 2014
Smooth properties for semigroups of Lévy processes and their application
Publisher: Elsevier Science
Year: 2014
Hitting distributions of $\alpha$ stable processes via path censoring and self similarity
Publisher: The Institute of Mathematical Statistics
Year: 2014
Nonparametric inference on Levy measures and copulas
Publisher: The Institute of Mathematical Statistics
Year: 2013
Semi Markov approach to continuous time random walk limit processes
Publisher: The Institute of Mathematical Statistics
Year: 2014
Inference on the Lévy measure in case of noisy observations
Publisher: Elsevier Science
Year: 2014
Remarks on the factorization property of some random integrals
Publisher: Elsevier Science
Year: 2014