Matches in SemOpenAlex for { <https://semopenalex.org/work/W3154542070> ?p ?o ?g. }
Showing items 1 to 58 of
58
with 100 items per page.
- W3154542070 endingPage "168" @default.
- W3154542070 startingPage "153" @default.
- W3154542070 abstract "In this chapter, the authors apply the theory of quantization of measures and find an optimal approximation of the measure associated with a transformed version of the Levy-Khintchine canonical representation via a convex combination of a finite number P of Dirac masses. They introduce the estimation strategy and discuss some of the statistical properties of the estimator. The authors discuss the results obtained from a number of simulations, using different Levy processes. The chosen Levy processes are: the gamma process and the Cauchy process. The literature related to the parameter estimation of Levy processes is primarily divided into two approaches: the parametric and the non-parametric. However, the semi-parametric approach is also considered. The parametric approach is chosen if we decide to fully parametrize the function G. Typical examples of Levy processes which fit within this framework include and are not limited to the gamma process, the Cauchy process, the Carr–Geman–Madan–Yor process and the Stable process." @default.
- W3154542070 created "2021-04-26" @default.
- W3154542070 creator A5025357479 @default.
- W3154542070 date "2021-04-16" @default.
- W3154542070 modified "2023-10-16" @default.
- W3154542070 title "Quantization of Transformed Lévy Measures" @default.
- W3154542070 cites W1576475658 @default.
- W3154542070 cites W1591798773 @default.
- W3154542070 cites W1965487563 @default.
- W3154542070 cites W1981522510 @default.
- W3154542070 cites W2018129319 @default.
- W3154542070 cites W2068004303 @default.
- W3154542070 cites W4247165901 @default.
- W3154542070 cites W85845550 @default.
- W3154542070 doi "https://doi.org/10.1002/9781119821724.ch11" @default.
- W3154542070 hasPublicationYear "2021" @default.
- W3154542070 type Work @default.
- W3154542070 sameAs 3154542070 @default.
- W3154542070 citedByCount "0" @default.
- W3154542070 crossrefType "other" @default.
- W3154542070 hasAuthorship W3154542070A5025357479 @default.
- W3154542070 hasConcept C105795698 @default.
- W3154542070 hasConcept C117251300 @default.
- W3154542070 hasConcept C126255220 @default.
- W3154542070 hasConcept C134306372 @default.
- W3154542070 hasConcept C185429906 @default.
- W3154542070 hasConcept C28826006 @default.
- W3154542070 hasConcept C33923547 @default.
- W3154542070 hasConcept C49344536 @default.
- W3154542070 hasConcept C88757350 @default.
- W3154542070 hasConceptScore W3154542070C105795698 @default.
- W3154542070 hasConceptScore W3154542070C117251300 @default.
- W3154542070 hasConceptScore W3154542070C126255220 @default.
- W3154542070 hasConceptScore W3154542070C134306372 @default.
- W3154542070 hasConceptScore W3154542070C185429906 @default.
- W3154542070 hasConceptScore W3154542070C28826006 @default.
- W3154542070 hasConceptScore W3154542070C33923547 @default.
- W3154542070 hasConceptScore W3154542070C49344536 @default.
- W3154542070 hasConceptScore W3154542070C88757350 @default.
- W3154542070 hasLocation W31545420701 @default.
- W3154542070 hasOpenAccess W3154542070 @default.
- W3154542070 hasPrimaryLocation W31545420701 @default.
- W3154542070 hasRelatedWork W1986679470 @default.
- W3154542070 hasRelatedWork W1988224349 @default.
- W3154542070 hasRelatedWork W2041137296 @default.
- W3154542070 hasRelatedWork W2248286678 @default.
- W3154542070 hasRelatedWork W2411162242 @default.
- W3154542070 hasRelatedWork W2963110188 @default.
- W3154542070 hasRelatedWork W3123796192 @default.
- W3154542070 hasRelatedWork W3125644736 @default.
- W3154542070 hasRelatedWork W3145742826 @default.
- W3154542070 hasRelatedWork W3154542070 @default.
- W3154542070 isParatext "false" @default.
- W3154542070 isRetracted "false" @default.
- W3154542070 magId "3154542070" @default.
- W3154542070 workType "other" @default.