Pages that link to "Item:Q736519"

The following pages link to Nonparametric estimation for a class of Lévy processes (Q736519):

Displaying 14 items.

• Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
• Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← 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)
• Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
• Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
• Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
• Efficient estimation of integrated volatility in presence of infinite variation jumps (Q2510826) (← links)
• Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
• An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437) (← links)
• Deconvolution for an atomic distribution: rates of convergence (Q3106439) (← links)
• (Q5011285) (← links)