In this paper, we propose an extended Levenberg-Marquardt (ELM) framework that generalizes the classic Levenberg-Marquardt (LM) method to solve the unconstrained minimization problem min where ρ(r(x)) ...

In this article, the problem of semi-parametric inference on the parameters of a multidimensional Lévy process L t with independent components based on the low-frequency observations of the ...