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; Chen, Nan; You, Honglong Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. (English) Zbl 1391.62193 J. Comput. Appl. Math. 328, 432-442 (2018). MSC: 62P05 60G51 62G05 62N05 91B30 PDFBibTeX XMLCite \textit{C. Cai} et al., J. Comput. Appl. Math. 328, 432--442 (2018; Zbl 1391.62193) Full Text: DOI