An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437)
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scientific article; zbMATH DE number 5991082
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| English | An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations |
scientific article; zbMATH DE number 5991082 |
Statements
An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (English)
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21 December 2011
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Lévy process
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nonparametric estimation
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adaptive model selection
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0.8208271265029907
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0.8123671412467957
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0.8111160397529602
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0.8057004809379578
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0.8038240075111389
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