Nonparametric inference for discretely sampled Lévy processes (Q2428954): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:23, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference for discretely sampled Lévy processes |
scientific article |
Statements
Nonparametric inference for discretely sampled Lévy processes (English)
0 references
22 April 2012
0 references
empirical characteristic function
0 references
empirical process
0 references
Fourier inversion
0 references
Lévy density
0 references
maximal inequality
0 references
mean square error
0 references
