Weighted empirical processes in the nonparametric inference for Lévy processes
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Publication:2439206
DOI10.3103/S1066530709040012zbMath1282.60049MaRDI QIDQ2439206
Publication date: 10 March 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530709040012
bootstrap; Lévy processes; Lévy measure; confidence bounds; weighted empirical processes; stable process; nonparametric inference; variance-gamma process; infinite activity; Lévy tail; Poisson fields; weighted uniform norms
60G51: Processes with independent increments; Lévy processes
62G05: Nonparametric estimation
62M05: Markov processes: estimation; hidden Markov models
62G09: Nonparametric statistical resampling methods
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Efficient nonparametric inference for discretely observed compound Poisson processes, Nonparametric inference for discretely sampled Lévy processes, Nonparametric density estimation in compound Poisson processes using convolution power estimators
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