Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907)

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    Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
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      Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (English)
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      31 October 2018
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      Lévy measure
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      jump compensator
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      transition kernel
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      empirical processes
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      weak convergence
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      gradual changes
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