Asymptotic equivalence of jumps Lévy processes and their discrete counterpart

Shorter version focusing on the statistical analysis of the Lévy measure. A new example has been added.

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Additional Info

Field Value
Source https://hal.science/hal-00827173
Author Etoré, Pierre, Louhichi, Sana, Mariucci, Ester
Maintainer CCSD
Last Updated May 9, 2026, 16:33 (UTC)
Created May 9, 2026, 16:33 (UTC)
Identifier hal-00827173
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Mathématiques financières (MATHFI) ; Laboratoire Jean Kuntzmann (LJK) ; Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)
creator Etoré, Pierre
date 2013-09-19T00:00:00
harvest_object_id 7e12c56c-216d-4133-a839-e4bf0e504f5e
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-09-27T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/1305.6725
set_spec type:UNDEFINED