Lévy density estimation via information projection onto wavelet subspaces

DOI10.1016/j.spl.2010.07.001zbMath1195.62134MaRDI QIDQ1957156

Seongjoo Song

Publication date: 24 September 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.07.001

zbMATH Keywords

Lévy processes; density estimation; information projection

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62P05: Applications of statistics to actuarial sciences and financial mathematics

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62M05: Markov processes: estimation; hidden Markov models

62B10: Statistical aspects of information-theoretic topics

Cites Work

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