Functional estimation for Lévy measures of semimartingales with Poissonian jumps.

Yasutaka Shimizu

Published in: J. Multivar. Anal. (2009)

Keyphrases

evaluation measures
estimation algorithm
accurate estimation
artificial intelligence
markov chain
quantitative measures
real world
web services
similarity measure
expert systems
artificial neural networks
state space
statistical tests
maximum likelihood estimation
optical flow estimation
functional analysis