Pages that link to "Item:Q3106437"

The following pages link to An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437):

Displayed 9 items.

• Adaptive pointwise estimation for pure jump Lévy processes (Q500871) ‎ (← links)
• Estimation of Lévy processes via stochastic programming and Kalman filtering (Q1694516) ‎ (← links)
• A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) ‎ (← links)
• Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) ‎ (← links)
• Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) ‎ (← links)
• On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727) ‎ (← links)
• Pareto Lévy Measures and Multivariate Regular Variation (Q2879909) ‎ (← links)
• Estimation of the Jump Size Density in a Mixed Compound Poisson Process (Q3460660) ‎ (← links)
• Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (Q5860768) ‎ (← links)