Cover Image

Efficient estimation of stable Levy process with symmetric jumps

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Brouste, Alexandre, Masuda, Hiroki
Format:	Preprint
Published:	2018
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

One-step corrected projected stochastic gradient descent for statistical estimation
by: Brouste, Alexandre, et al.
Published: (2023)

On estimation of skewed stable linear regression
by: Kawamo, Eitaro, et al.
Published: (2024)

LAD estimation of locally stable SDE
by: Kulyk, Oleksii M., et al.
Published: (2026)

Asymptotic inference for skewed stable Ornstein-Uhlenbeck process
by: Kawamo, Eitaro, et al.
Published: (2026)

Nonparametric density estimation for the small jumps of Lévy processes
by: Duval, Céline, et al.
Published: (2024)

Quasi-Likelihood Analysis for Student-Lévy Regression
by: Masuda, Hiroki, et al.
Published: (2023)

The Normal-Generalised Gamma-Pareto process: A novel pure-jump Lévy process with flexible tail and jump-activity properties
by: Ayed, Fadhel, et al.
Published: (2020)

Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model
by: Bayraktar, Elise, et al.
Published: (2024)

Estimation of a pure-jump stable Cox-Ingersoll-Ross process
by: Bayraktar, Elise, et al.
Published: (2023)

Local estimation of transition rates of jump processes through discretization
by: Bladt, Martin, et al.
Published: (2026)

Quasi-likelihood inference for SDE with mixed-effects observed at high frequency
by: Delattre, Maud, et al.
Published: (2025)

Robustified Gaussian quasi-BIC for volatility
by: Eguchi, Shoichi, et al.
Published: (2026)

Gaussian quasi-likelihood analysis for non-Gaussian linear mixed-effects model with system noise
by: Imamura, Takumi, et al.
Published: (2024)

Robustified Gaussian quasi-likelihood inference for volatility
by: Eguchi, Shoichi, et al.
Published: (2025)

Adaptive minimax estimation for discretely observed Lévy processes
by: Duval, Céline, et al.
Published: (2024)

Predictive information criterion for jump diffusion processes
by: Uehara, Yuma
Published: (2025)

Student t-Lévy regression model in YUIMA
by: Masuda, Hiroki, et al.
Published: (2024)

QBIC of SEM for jump-diffusion processes based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2026)

Statistical inference in SEM for diffusion processes with jumps based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2025)

Adaptive Ridge Approach to Heteroscedastic Regression
by: Ho, Ka Long Keith, et al.
Published: (2024)

Akaike-type information criterion of SEM for jump-diffusion processes based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2025)

Quasi-likelihood ratio test for jump-diffusion processes based on adaptive maximum likelihood inference
by: Nishikawa, Hiromasa, et al.
Published: (2025)

Input estimation from discrete workload observations in a Lévy-driven storage system
by: Nieman, Dennis, et al.
Published: (2022)

Universal behaviors of the multi-time correlation functions of random processes with renewal: the step noise case (the random velocity of a Lévy walk)
by: Bianucci, Marco, et al.
Published: (2025)

Approximation and estimation of scale functions for spectrally negative Levy processes
by: Irie, Haruka, et al.
Published: (2024)

Information geometry of Lévy processes and financial models
by: Choi, Jaehyung
Published: (2025)

Uniform mean estimation for monotonic processes
by: Clerico, Eugenio, et al.
Published: (2025)

Kernel entropy estimation for linear processes II
by: Xiong, Yudan, et al.
Published: (2024)

Spectral estimation for high-dimensional linear processes
by: Namdari, Jamshid, et al.
Published: (2025)

Lévy graphical models
by: Engelke, Sebastian, et al.
Published: (2024)

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
by: Di Noia, Antonio, et al.
Published: (2022)

Nonparametric inference for spot volatility in pure-jump semimartingales
by: Yan, Chengxin, et al.
Published: (2026)

Adaptive Elastic-Net estimation for sparse diffusion processes
by: De Gregorio, Alessandro, et al.
Published: (2024)

Parameter estimation for fractional autoregressive process with periodic structure
by: Cai, Chunhao, et al.
Published: (2025)

Non-ergodic inference for stationary-increment harmonizable stable processes
by: Hoang, Ly Viet, et al.
Published: (2024)

Asymptotic properties of maximum likelihood estimators for determinantal point processes
by: Hu, Yaozhong, et al.
Published: (2023)

Minimax estimation of functionals in sparse vector model with correlated observations
by: Wang, Yuhao, et al.
Published: (2024)

Consistent estimation in subcritical birth-and-death processes
by: Hautphenne, Sophie, et al.
Published: (2025)

Scale estimation and rate-unbiasedness for Gaussian processes under smoothness misspecification
by: Karvonen, Toni, et al.
Published: (2021)

Asymptotic analysis for covariance parameter estimation of Gaussian processes with functional inputs
by: Reding, Lucas, et al.
Published: (2024)