Expansion of Lévy Process Functionals and Its Application in Statistical Estimation

journal contribution

posted on 2022-11-04, 04:40 authored by Chaohua Dong, Jiti Gao

In this paper, expansions of functionals of Lévy processes are established under

History

Classification-JEL

C13, C14, C22

Creation date

2012-01

Working Paper Series Number

2/12

Length

89 pages

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2012-2

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Keywords

Expansion Lévy Process Orthogonal Series Statistical Estimation.

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