Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907)
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| English | 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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0.875297486782074
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0.8483664393424988
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0.7893962860107422
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0.7884035706520081
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0.7572073936462402
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