Sup-norm convergence rates for Lévy density estimation
DOI10.1007/S10687-016-0246-4zbMATH Open1357.60051OpenAlexW2295613228MaRDI QIDQ508709FDOQ508709
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
nonparametric inferenceprojection estimatesmaximal deviationsup-norm convergence ratesLévy density estimation
Processes with independent increments; Lévy processes (60G51) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
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Cited In (7)
- Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates
- Sup-norm convergence rates for Lévy density estimation
- 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
- Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions
- On the estimation of smooth densities by strict probability densities at optimal rates in sup-norm
- Super optimal rates for nonparametric density estimation via projection estimators
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