Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process |
scientific article |
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Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (English)
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8 April 2009
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characteristic triplet
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Fourier inversion
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kernel smoothing
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Lévy density
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Lévy process
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mean integrated square error
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mean square error
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