Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0807.3469 / rank | |||
Normal rank | |||
Revision as of 16:58, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process |
scientific article |
Statements
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (English)
0 references
8 April 2009
0 references
characteristic triplet
0 references
Fourier inversion
0 references
kernel smoothing
0 references
Lévy density
0 references
Lévy process
0 references
mean integrated square error
0 references
mean square error
0 references
