Polar sets for anisotropic Gaussian random fields
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Publication:968471
DOI10.1016/j.spl.2010.01.018zbMath1193.60068arXiv1208.0721MaRDI QIDQ968471
Publication date: 5 May 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1208.0721
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Hitting probabilities and the Hausdorff dimension of the inverse images of a class of anisotropic random fields, Confidence sets in nonparametric calibration of exponential Lévy models, Quantile estimation for Lévy measures, Nonparametric inference for discretely sampled Lévy processes, Calibration of self-decomposable Lévy models, Estimation and Calibration of Lévy Models via Fourier Methods
Cites Work
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- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
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