Pages that link to "Item:Q453294"

The following pages link to Sieve-based confidence intervals and bands for Lévy densities (Q453294):

Displaying 17 items.

• Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias (Q395995) (← links)
• Confidence sets in nonparametric calibration of exponential Lévy models (Q457186) (← links)
• Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
• Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
• Spectral-free estimation of Lévy densities in high-frequency regime (Q1983628) (← links)
• Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← 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)
• Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
• Testing the characteristics of a Lévy process (Q2447654) (← links)
• On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727) (← links)
• High-frequency Donsker theorems for Lévy measures (Q2634896) (← links)
• Estimation and Calibration of Lévy Models via Fourier Methods (Q2786961) (← links)
• Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (Q2911696) (← links)
• An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437) (← links)
• Nonparametric estimation of time-changed Lévy models under high-frequency data (Q3558943) (← links)
• A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)