Nonparametric inference for discretely sampled Lévy processes (Q2428954): Difference between revisions
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Revision as of 08:08, 5 March 2024
scientific article
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English | Nonparametric inference for discretely sampled Lévy processes |
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Nonparametric inference for discretely sampled Lévy processes (English)
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22 April 2012
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empirical characteristic function
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empirical process
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Fourier inversion
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Lévy density
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maximal inequality
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mean square error
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