Sieve-based confidence intervals and bands for Lévy densities

DOI10.3150/10-BEJ286zbMath1345.62061arXiv1104.4389MaRDI QIDQ453294

José E. Figueroa-López

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4389

zbMATH Keywords

confidence intervals; Lévy processes; sieve estimators; nonparametric estimation; confidence bands

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

62F35: Robustness and adaptive procedures (parametric inference)

62G15: Nonparametric tolerance and confidence regions

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