Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes
Article first published online: 7 JUN 2010
© 2010 The Authors. Journal compilation © 2010 VVS
Special Issue: Statistical Inference for Lévy Processes with Applications to Finance
Volume 64, Issue 3, pages 290–313, August 2010
How to Cite
Comte, F. and Genon-Catalot, V. (2010), Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes. Statistica Neerlandica, 64: 290–313. doi: 10.1111/j.1467-9574.2010.00462.x
- Issue published online: 16 JUL 2010
- Article first published online: 7 JUN 2010
- Received: October 2009. Revised: January 2010.
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!