An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations
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Publication:3106437
DOI10.1080/10485252.2011.581375zbMath1229.62108MaRDI QIDQ3106437
Claudia Klüppelberg, Florian A. J. Ueltzhöfer
Publication date: 21 December 2011
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2011.581375
60G51: Processes with independent increments; Lévy processes
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference
62M05: Markov processes: estimation; hidden Markov models
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