You, Honglong; Cai, Chunhao Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. (English) Zbl 1402.62262 J. Comput. Appl. Math. 345, 196-205 (2019). MSC: 62P05 62G05 60G51 91B30 PDFBibTeX XMLCite \textit{H. You} and \textit{C. Cai}, J. Comput. Appl. Math. 345, 196--205 (2019; Zbl 1402.62262) Full Text: DOI
Cai, Chunhao; Li, Bo Occupation times of intervals until last passage times for spectrally negative Lévy processes. (English) Zbl 1434.60128 J. Theor. Probab. 31, No. 4, 2194-2215 (2018). Reviewer: Alexander Schnurr (Siegen) MSC: 60G51 60J55 60J76 91G20 91G05 PDFBibTeX XMLCite \textit{C. Cai} and \textit{B. Li}, J. Theor. Probab. 31, No. 4, 2194--2215 (2018; Zbl 1434.60128) Full Text: DOI arXiv