Nonparametric estimation for pure jump Lévy processes based on high frequency data (Q1045792)
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scientific article; zbMATH DE number 5648670
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| English | Nonparametric estimation for pure jump Lévy processes based on high frequency data |
scientific article; zbMATH DE number 5648670 |
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Nonparametric estimation for pure jump Lévy processes based on high frequency data (English)
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16 December 2009
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adaptive nonparametric estimation
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high frequency data
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Lévy processes
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projection estimators
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0.9326689839363098
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0.9210516214370728
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0.8874170184135437
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0.8836991786956787
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0.8808395266532898
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