An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437)

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An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations
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    An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (English)
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    21 December 2011
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    Lévy process
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    nonparametric estimation
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    adaptive model selection
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