Pages that link to "Item:Q1045792"
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The following pages link to Nonparametric estimation for pure jump Lévy processes based on high frequency data (Q1045792):
Displaying 36 items.
- Nonparametric estimation of a renewal reward process from discrete data (Q359390) (← links)
- Reviewing alternative characterizations of Meixner process (Q431510) (← links)
- Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
- Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
- Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
- Nonparametric implied Lévy densities (Q666590) (← links)
- Identifying the successive Blumenthal-Getoor indices of a discretely observed process (Q693731) (← links)
- Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion (Q1624625) (← links)
- Estimation of Lévy processes via stochastic programming and Kalman filtering (Q1694516) (← links)
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) (Q1733113) (← links)
- Nonparametric estimation for irregularly sampled Lévy processes (Q1744225) (← links)
- Nonparametric estimation for a spectrally negative Lévy process based on high frequency data (Q1789705) (← links)
- Statistical inference across time scales (Q1952257) (← 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)
- Estimating the time value of ruin in a Lévy risk model under low-frequency observation (Q2138620) (← links)
- On a linear functional for infinitely divisible moving average random fields (Q2178927) (← links)
- Threshold estimation for a spectrally negative Lévy process (Q2193334) (← links)
- Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
- Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model (Q2296488) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- An inverse problem for infinitely divisible moving average random fields (Q2316341) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus (Q2397856) (← links)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- Adaptive nonparametric estimation for Lévy processes observed at low frequency (Q2434500) (← links)
- Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation (Q2514616) (← links)
- An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437) (← links)
- Estimation of the Jump Size Density in a Mixed Compound Poisson Process (Q3460660) (← links)
- A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations (Q5259116) (← links)
- The estimation for Lévy processes in high frequency data (Q5860893) (← links)