Adaptive Estimation for Lévy Processes (Q2786962)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Adaptive Estimation for Lévy Processes
scientific article

    Statements

    Adaptive Estimation for Lévy Processes (English)
    0 references
    0 references
    24 February 2016
    0 references
    adaptive estimation
    0 references
    compound Poisson process
    0 references
    deconvolution
    0 references
    high frequency data
    0 references
    kernel estimators
    0 references
    Lévy process
    0 references
    nonparametric projection estimators
    0 references

    Identifiers