On non-parametric estimation of the Lévy kernel of Markov processes
From MaRDI portal
Publication:2447727
DOI10.1016/j.spa.2013.04.023zbMath1284.62520arXiv1204.3765MaRDI QIDQ2447727
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.3765
central limit theorem; density estimation; null recurrence; Lévy system; Lévy kernel; Itô semi-martingale
62G07: Density estimation
60F05: Central limit and other weak theorems
62M05: Markov processes: estimation; hidden Markov models
60J25: Continuous-time Markov processes on general state spaces
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