Adaptive nonparametric estimation for Lévy processes observed at low frequency (Q2434500): Difference between revisions

@@ Property / cites work @@
+Spectral estimation of the fractional order of a Lévy process
+Normal rank
@@ Property / cites work @@
+Statistical inference for time-changed Lévy processes via composite characteristic function estimation
+Normal rank
@@ Property / cites work @@
+Spectral calibration of exponential Lévy models
@@ Property / cites work: Spectral calibration of exponential Lévy models / rank @@
+Normal rank
@@ Property / cites work @@
+An alternative point of view on Lepski's method
@@ Property / cites work: An alternative point of view on Lepski's method / rank @@
+Normal rank
@@ Property / cites work @@
+Q4355974
@@ Property / cites work: Q4355974 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of linear functionals in the convolution model and applications
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of linear functionals under different performance measures
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for pure jump Lévy processes based on high frequency data
+Normal rank
@@ Property / cites work @@
+Nonparametric adaptive estimation for pure jump Lévy processes
+Normal rank
@@ Property / cites work @@
+Estimation for Lévy processes from high frequency data within a long time interval
+Normal rank
@@ Property / cites work @@
+Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Uniform Central Limit Theorems
@@ Property / cites work: Uniform Central Limit Theorems / rank @@
+Normal rank
@@ Property / cites work @@
+On the optimal rates of convergence for nonparametric deconvolution problems
+Normal rank
@@ Property / cites work @@
+Q2845921
@@ Property / cites work: Q2845921 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk bounds for the non-parametric estimation of Lévy processes
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
+Normal rank
@@ Property / cites work @@
+Nonparametric inference for discretely sampled Lévy processes
+Normal rank
@@ Property / cites work @@
+Q5630205
@@ Property / cites work: Q5630205 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive circular deconvolution by model selection under unknown error distribution
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of linear functionals by model selection
+Normal rank
@@ Property / cites work @@
+On a Problem of Adaptive Estimation in Gaussian White Noise
+Normal rank
@@ Property / cites work @@
+Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
+Normal rank
@@ Property / cites work @@
+Asymptotically Minimax Adaptive Estimation. II. Schemes without Optimal Adaptation: Adaptive Estimators
+Normal rank
@@ Property / cites work @@
+Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
+Normal rank
@@ Property / cites work @@
+On the effect of estimating the error density in nonparametric deconvolution
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for Lévy processes from low-frequency observations
+Normal rank
@@ Property / cites work @@
+A Donsker theorem for Lévy measures
@@ Property / cites work: A Donsker theorem for Lévy measures / rank @@
+Normal rank
@@ Property / cites work @@
+On Continuity Properties of Infinitely Divisible Distribution Functions
+Normal rank
@@ Property / cites work @@
+Q4340096
@@ Property / cites work: Q4340096 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank