Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data

From MaRDI portal
Publication:2209820

DOI10.1214/20-EJS1753zbMath1456.60116arXiv1903.06585OpenAlexW3091669598MaRDI QIDQ2209820

Katerina Papagiannouli

Publication date: 5 November 2020

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.06585



Related Items



Cites Work