Adaptive nonparametric estimation for Lévy processes observed at low frequency
From MaRDI portal
Publication:2434500
DOI10.1016/j.spa.2013.08.010zbMath1279.62171arXiv1308.6394MaRDI QIDQ2434500
Publication date: 6 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.6394
62G07: Density estimation
62M09: Non-Markovian processes: estimation
62M05: Markov processes: estimation; hidden Markov models
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