Sup-norm convergence rates for Lévy density estimation

DOI10.1007/s10687-016-0246-4zbMath1357.60051MaRDI QIDQ508709

Yong-Cai Geng, Sumit K. Garg

Publication date: 8 February 2017

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-016-0246-4

zbMATH Keywords

nonparametric inference; projection estimates; Lévy density estimation; maximal deviation; sup-norm convergence rates

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems