Pages that link to "Item:Q2911696"
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The following pages link to Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (Q2911696):
Displaying 4 items.
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
