Functional estimation for Lévy measures of semimartingales with Poissonian jumps
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Publication:1012526
DOI10.1016/j.jmva.2008.10.006zbMath1159.62022OpenAlexW1973573083MaRDI QIDQ1012526
Publication date: 21 April 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.10.006
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Generalizations of martingales (60G48)
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