Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (Q5860768)
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scientific article; zbMATH DE number 7431590
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English | Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation |
scientific article; zbMATH DE number 7431590 |
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Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (English)
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22 November 2021
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high-frequency framework
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Lévy-Khintchine canonical representation
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method of sieves
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nonparametric estimation
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