Sieve-based confidence intervals and bands for Lévy densities (Q453294): Difference between revisions

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+Risk bounds for model selection via penalization
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+On some global measures of the deviations of density function estimates
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+An asymptotic representation of the sample distribution function
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+The Variance Gamma Process and Option Pricing
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+Financial Modelling with Jump Processes
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+Nonparametric estimation of time-changed Lévy models under high-frequency data
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+Risk bounds for the non-parametric estimation of Lévy processes
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+Small-time expansions for the transition distributions of Lévy processes
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+Effect of bias estimation on coverage accuracy of bootstrap confidence intervals for a probability density
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+An approximation of partial sums of independent RV'-s, and the sample DF. I
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+Expansion of transition distributions of Lévy processes in small time
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+Fitting the variance-gamma model to financial data
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+Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
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+Publication:453294