Titlebook: Lévy Matters IV; Estimation for Discr Denis Belomestny,Fabienne Comte,Markus Rei? Book 2015 Springer International Publishing Switzerland 2

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書目名稱Lévy Matters IV影響因子(影響力)




書目名稱Lévy Matters IV影響因子(影響力)學(xué)科排名




書目名稱Lévy Matters IV網(wǎng)絡(luò)公開度




書目名稱Lévy Matters IV網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Lévy Matters IV被引頻次




書目名稱Lévy Matters IV被引頻次學(xué)科排名




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書目名稱Lévy Matters IV年度引用學(xué)科排名




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書目名稱Lévy Matters IV讀者反饋學(xué)科排名

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Introduction

Fabienne Comte,Valentine Genon-Cataloters. The authors call for boundary-breaking assessment that reflects clear understandings of the purposes of assessment, a balance of assessment creativity and realism, the ability to detect solutions for assessment challenges, and the capacity to question and imagine assessment alternatives. .The 1

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Gyrate

exposed to your company’s employer brand—the attracting stage. This is then followed by the recruitment and selection stage, which refers to the process and experience of moving from applying for a job to being an employee. This stage includes the organisation’s process of sourcing, researching, gen

泛濫

,Estimation and Calibration of Lévy Models via Fourier Methods, consider the estimation of the Lévy triplet and the Blumenthal-Getoor index in Lévy and time-changed Lévy models. Moreover, a calibration problem in exponential Lévy models based on option data is studied. The common feature of all these statistical problems is that they can be conveniently formula

無(wú)情

,Adaptive Estimation for Lévy Processes,th sampling interval .. We develop several nonparametric adaptive methods of estimation based on deconvolution, projection and kernel. The asymptotic framework is: . tends to infinity, .?=?.. tends to 0 while .. tends to infinity (high frequency). Bounds for the .-risk of estimators are given. Rates

職業(yè)

,Parametric Estimation of Lévy Processes,ith a focus on infinite activity pure-jump models. Asymptotics for several classes of explicit estimating functions are discussed. In addition to the asymptotic normality at several rates of convergence, a uniform tail-probability estimate for statistical random fields is given. As specific cases, w

必死

0075-8434 pects of the estimation of discretely observed Lévy processes, when the observation scheme is regular, from an up-to-date viewpoint..978-3-319-12372-1978-3-319-12373-8Series ISSN 0075-8434 Series E-ISSN 1617-9692

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