2 papers
math.PR2024
Stable and tempered stable distributions and processes: an overview toward trajectory simulation
Taher Jalal
Stable distributions are a celebrated class of probability laws used in various fields. The -stable process, and its exponentially tempered counterpart, the Classical Tempered S…
math.ST2024
Adaptive minimax estimation for discretely observed Lévy processes
Céline Duval, Taher Jalal, Ester Mariucci
In this paper, we study the nonparametric estimation of the density of an increment of a Lévy process based on observations with a sampling rate . The class of Lév…