Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662)

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Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
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    Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (English)
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    8 April 2009
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    characteristic triplet
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    Fourier inversion
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    kernel smoothing
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    Lévy density
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    Lévy process
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    mean integrated square error
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    mean square error
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