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




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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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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

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,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

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,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

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,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

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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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