Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609)
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scientific article; zbMATH DE number 7089021
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| English | Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations |
scientific article; zbMATH DE number 7089021 |
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Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (English)
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6 August 2019
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nonparametric inference
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compound Poisson-driven Ornstein-Uhlenbeck process
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spectral estimation
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high-dimensional central limit theorem
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macroscopic observations
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0.8335849642753601
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0.8100073337554932
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0.7845737934112549
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0.7803763151168823
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