Mathias Vetter
- Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale
2015/06/24 by Michael Hoffmann, Hoffmann, Michael, Mathias Vetter +2 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability and Risk Models #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications #math.ST #stat.TH