scientific article

From MaRDI portal
Publication:2845921

zbMath1271.62067MaRDI QIDQ2845921

José E. Figueroa-López

Publication date: 3 September 2013


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

High-frequency Donsker theorems for Lévy measures, Multivariate intensity estimation via hyperbolic wavelet selection, Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise, `Purposely misspecified' posterior inference on the volatility of a jump diffusion process, Adaptive nonparametric estimation for Lévy processes observed at low frequency, Lévy density estimation via information projection onto wavelet subspaces, Nonparametric density estimation in compound Poisson processes using convolution power estimators, Sieve-based confidence intervals and bands for Lévy densities, Asymptotic option pricing under pure-jump Lévy processes via nonlinear regression, Optimally thresholded realized power variations for Lévy jump diffusion models, Testing the characteristics of a Lévy process, Adaptive pointwise estimation for pure jump Lévy processes, Spectral-free estimation of Lévy densities in high-frequency regime, Nonparametric estimation of time-changed Lévy models under high-frequency data, A non-parametric Bayesian approach to decompounding from high frequency data, Nonparametric estimation for irregularly sampled Lévy processes, Two-step estimation of ergodic Lévy driven SDE, Estimation for Lévy processes from high frequency data within a long time interval, Estimation of the characteristics of a Lévy process, Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models, Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations, Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations, Small-time expansions for the transition distributions of Lévy processes, Nonparametric estimation for pure jump Lévy processes based on high frequency data, Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation