Jump to ContentJump to Main Navigation

You are looking at 1-9 of 9 items

  • Keywords: Lévy process x
Clear All Modify Search

View:

On some concepts of infinite divisibility and their roles in turbulence, finance and quantum stochastics

Ole Eiler Barndorff-Nielsen

in Celebrating Statistics: Papers in honour of Sir David Cox on his 80th birthday

Published in print:
2005
Published Online:
September 2007
ISBN:
9780198566540
eISBN:
9780191718038
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198566540.003.0013
Subject:
Mathematics, Probability / Statistics

This chapter contains an account of contemporary Lévy theory, namely the theory of infinite divisibility, Lévy processes, Lévy bases, and so forth, which has been a very active area of research over ... More


Classical Probability Theory and Stochastic Processes

Heinz-Peter Breuer and Francesco Petruccione

in The Theory of Open Quantum Systems

Published in print:
2007
Published Online:
January 2010
ISBN:
9780199213900
eISBN:
9780191706349
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213900.003.01
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter contains a survey of classical probability theory and stochastic processes. It starts with a description of the fundamental concepts of probability space and Kolmogorov axioms. These ... More


Celebrating Statistics: Papers in honour of Sir David Cox on his 80th birthday

A. C. Davison, Yadolah Dodge, and N. Wermuth (eds)

Published in print:
2005
Published Online:
September 2007
ISBN:
9780198566540
eISBN:
9780191718038
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198566540.001.0001
Subject:
Mathematics, Probability / Statistics

Sir David Cox is among the most important statisticians of the past half-century, making pioneering and highly influential contributions to a wide range of topics in statistics and applied ... More


Shrink Globally, Act Locally: Sparse Bayesian Regularization and Prediction *

Nicholas G. Polson and James G. Scott

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0017
Subject:
Mathematics, Probability / Statistics

We study the classic problem of choosing a prior distribution for a location parameter β = (β 1,…, β p ) as p grows ... More


From Diffusions to Semimartingales

Yacine Aïıt-Sahalia and Jean Jacod

in High-Frequency Financial Econometrics

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691161433
eISBN:
9781400850327
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691161433.003.0001
Subject:
Economics and Finance, Econometrics

This chapter presents a quick review of the theory of semimartingales, which are processes for which statistical methods are considered in this book. Topics covered include diffusions, Lévy ... More


Lévy Processes and Benfordʼs Law

Klaus Schürger

in Benford's Law: Theory and Applications

Published in print:
2015
Published Online:
October 2017
ISBN:
9780691147611
eISBN:
9781400866595
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691147611.003.0006
Subject:
Mathematics, Probability / Statistics

This chapter examines Lévy processes (LPs). These processes can be thought of as random walks in continuous time, having independent and stationary increments, with the assumption that the ... More


Applications to Quantum Optical Systems

Heinz-Peter Breuer and Francesco Petruccione

in The Theory of Open Quantum Systems

Published in print:
2007
Published Online:
January 2010
ISBN:
9780199213900
eISBN:
9780191706349
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213900.003.08
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This chapter deals with a presentation of continuous measurement theory on the basis of the microscopic equations of quantum electrodynamics. The emphasis lies on the derivation of the quantum ... More


Inference for models with asymmetric α -stable noise processes

Tatjana Lemke and Simon J. Godsill

in Unobserved Components and Time Series Econometrics

Published in print:
2015
Published Online:
January 2016
ISBN:
9780199683666
eISBN:
9780191763298
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199683666.003.0009
Subject:
Economics and Finance, Econometrics

This chapter begins with a simple general framework for inference in the presence of α‎-stable processes, where the stable processes are represented as conditionally Gaussian distributions, relying ... More


High-Frequency Observations: Identifiability and Asymptotic Efficiency

Yacine Aïıt-Sahalia and Jean Jacod

in High-Frequency Financial Econometrics

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691161433
eISBN:
9781400850327
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691161433.003.0005
Subject:
Economics and Finance, Econometrics

This chapter starts with a brief reminder about a number of concepts and results which pertain to classical statistical models, without specific reference to stochastic processes. It then introduces ... More


View: