Nonparametric Gaussian inference for stable processes (Q2330965)

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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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