The Smooth-Fit Property in an Exponential Lévy Model.

Damien Lamberton Mohammed Adam Mikou

Published in: J. Appl. Probab. (2012)

Keyphrases

computational model
high level
similarity measure
parameter estimation
mathematical model
em algorithm
model selection
theoretical analysis
neural network
case study
prior knowledge
probabilistic model
theoretical framework
experimental data
network model
autoregressive