Nonparametric Gaussian inference for stable processes (Q2330965)

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Nonparametric Gaussian inference for stable processes

scientific article; zbMATH DE number 7121529

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English	Nonparametric Gaussian inference for stable processes	scientific article; zbMATH DE number 7121529

Statements

instance of

scholarly article

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title

Nonparametric Gaussian inference for stable processes (English)

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Statistical Inference for Stochastic Processes

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publication date

23 October 2019

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zbMATH Keywords

high-frequency data

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infinitesimal generator

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jumps

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kernel regression

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stable process

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subsampling

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\(\alpha\)-stable Lévy processes

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describes a project that uses

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11203-018-9193-9

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cites work

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Subsampling

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Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference

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Nonparametric inference of discretely sampled stable Lévy processes

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Identifiers

zbMATH Open document ID

1432.62308

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Mathematics Subject Classification ID

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10.1007/S11203-018-9193-9

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Sitelinks

Mathematics(1 entry)

mardi Nonparametric Gaussian inference for stable processes