An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437)
From MaRDI portal
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 |
Statements
An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (English)
0 references
21 December 2011
0 references
Lévy process
0 references
nonparametric estimation
0 references
adaptive model selection
0 references
0 references
0 references
0 references