Katerina Papagiannouli

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes
Statistical Inference for Stochastic Processes
2022-09-28Paper
A Lepski\u{i}-type stopping rule for the covariance estimation of multi-dimensional L\'evy processes
(available as arXiv preprint)
2020-11-25Paper
Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data
Electronic Journal of Statistics
2020-11-05Paper
Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data
Electronic Journal of Statistics
2020-11-05Paper


Research outcomes over time


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