Nonparametric estimation of the canonical measure for infinitely divisible distributions (Q4444972)
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scientific article; zbMATH DE number 2034348
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English | Nonparametric estimation of the canonical measure for infinitely divisible distributions |
scientific article; zbMATH DE number 2034348 |
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Nonparametric estimation of the canonical measure for infinitely divisible distributions (English)
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28 January 2004
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Gaussian processes
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central limit theorem
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empirical characteristic function
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infinitely divisible distributions
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Kolmogorov canonical measure
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smoothing
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simulation
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