Statistica Neerlandica

Cover image for Vol. 64 Issue 3

Special Issue: Statistical Inference for Lévy Processes with Applications to Finance

August 2010

Volume 64, Issue 3

Pages 255–366

  1. Editorial introduction

    1. Top of page
    2. Editorial introduction
    3. Original articles
    1. You have free access to this content
      Editorial introduction (pages 255–256)

      Shota Gugushvili, Chris Klaassen and Peter Spreij

      Version of Record online: 16 JUL 2010 | DOI: 10.1111/j.1467-9574.2010.00459.x

  2. Original articles

    1. Top of page
    2. Editorial introduction
    3. Original articles
    1. Old and new approaches to LIBOR modeling (pages 257–275)

      Antonis Papapantoleon

      Version of Record online: 24 JUN 2010 | DOI: 10.1111/j.1467-9574.2010.00458.x

    2. Power variation for Itô integrals with respect to α-stable processes (pages 276–289)

      José Manuel Corcuera and Gergely Farkas

      Version of Record online: 14 JUN 2010 | DOI: 10.1111/j.1467-9574.2010.00463.x

    3. Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes (pages 290–313)

      Fabienne Comte and Valentine Genon-Catalot

      Version of Record online: 7 JUN 2010 | DOI: 10.1111/j.1467-9574.2010.00462.x

    4. Understanding limit theorems for semimartingales: a short survey (pages 329–351)

      Mark Podolskij and Mathias Vetter

      Version of Record online: 24 JUN 2010 | DOI: 10.1111/j.1467-9574.2010.00460.x

    5. Multivariate elliptic processes (pages 352–366)

      N.H. Bingham, John M. Fry and Rüdiger Kiesel

      Version of Record online: 16 JUL 2010 | DOI: 10.1111/j.1467-9574.2010.00465.x

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