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IssueStatistica Neerlandica: Volume 64, Issue 3
Special Issue:Statistical Inference for Lévy Processes with Applications to Finance
255-366August 2010
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Editorial introduction
Original articles
no
Power variation for Itô integrals with respect to α-stable processes
- Pages: 276-289
- First Published: 16 July 2010
no
Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes
- Pages: 290-313
- First Published: 16 July 2010
no
Estimation of the characteristics of a Lévy process observed at arbitrary frequency
- Pages: 314-328
- First Published: 16 July 2010
no
Understanding limit theorems for semimartingales: a short survey
- Pages: 329-351
- First Published: 16 July 2010
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