搜索结果: 1-1 共查到“统计学 spectral estimation”相关记录1条 . 查询时间(0.106 秒)
Spectral estimation of the fractional order of a Lévy process
Regular L´ evy processes Blumenthal–Getoor index semiparametric estimation
2010/3/9
We consider the problem of estimating the fractional order of a
L´evy process from low frequency historical and options data. An estimation
methodology is developed which allows us to treat bo...