Pages that link to "Item:Q1012526"
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The following pages link to Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526):
Displayed 8 items.
- Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568) (← links)
- Two-step estimation of ergodic Lévy driven SDE (Q523453) (← links)
- Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- Estimation of the expected discounted penalty function for Lévy insurance risks (Q2261899) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Non-parametric estimation of the Gerber–Shiu function for the Wiener–Poisson risk model (Q2866297) (← links)
- An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437) (← links)