A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes

DOI10.1007/S11203-021-09264-2OpenAlexW4205142345MaRDI QIDQ2676877

Katerina Papagiannouli

Publication date: 28 September 2022

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.12697

zbMATH Keywords

adaptive estimationbalancing principleLepskitype rulemulti-dimensional Lévy processesstatistical inference covariance

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Cites Work

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