An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations |
scientific article |
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An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (English)
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21 December 2011
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Lévy process
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nonparametric estimation
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adaptive model selection
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