Publications [#386562] of Robert L. Wolpert
Chapters
- Wolpert, RL. "Lévy Processes." Encyclopedia of Environmetrics. January, 2006: 1-3. [doi]
(last updated on 2026/01/16)Abstract:
Lévy processes are random processes on Euclidean space that are stochastically continuous and have stationary independent increments. They, and their stochastic integrals, have become useful tools in a variety of nonparametric statistical and environmetric applications including density estimation, survival analysis, regression, and spatial modeling.