A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (Q2676877)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7594031
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes |
scientific article; zbMATH DE number 7594031 |
Statements
A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (English)
0 references
28 September 2022
0 references
multi-dimensional Lévy processes
0 references
adaptive estimation
0 references
Lepskitype rule
0 references
balancing principle
0 references
statistical inference covariance
0 references
0 references
0 references
0 references
0 references
0 references
0 references
