Statistical inference across time scales (Q1952257): Difference between revisions

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+MaRDI publication profile
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+.1031
@@ Property / arXiv ID: 1106.1031 / rank @@
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+Functional inequalities involving Bessel and modified Bessel functions of the first kind
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+Modelling Financial High Frequency Data Using Point Processes
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+Q4269108
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+Decompounding random sums: a nonparametric approach
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+Decompounding: an estimation problem for Poisson random sums.
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+Decompounding Poisson random sums: recursively truncated estimates in the discrete case
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+Nonparametric estimation for pure jump Lévy processes based on high frequency data
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+Nonparametric adaptive estimation for pure jump Lévy processes
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+On density estimation in the view of Kolmogorov's ideas in approximation theory
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+Asymptotics in statistics. Some basic concepts.
@@ Property / cites work: Asymptotics in statistics. Some basic concepts. / rank @@
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+Inequalities for Modified Bessel Functions
@@ Property / cites work: Inequalities for Modified Bessel Functions / rank @@
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+Nonparametric estimation for Lévy processes from low-frequency observations
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+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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+A kernel type nonparametric density estimator for decompounding
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