Optimal estimation of the local time and the occupation time measure for an -stable Lévy process

DOI10.15559/24-VMSTA243MaRDI QIDQ6550441zbMATHFDO

Authors Chiara Amorino, Arturo Jaramillo, Mark Podolskij

Publication date 5 June 2024

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

occupation timelocal timehigh-frequency datamixed normal distributionstable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stable stochastic processes (60G52) Local time and additive functionals (60J55)

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Cites work

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• Rates of convergence to the local time of a diffusion

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