Nonparametric Gaussian inference for stable processes (Q2330965)
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English | Nonparametric Gaussian inference for stable processes |
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Nonparametric Gaussian inference for stable processes (English)
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23 October 2019
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high-frequency data
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infinitesimal generator
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jumps
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kernel regression
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stable process
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subsampling
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\(\alpha\)-stable Lévy processes
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