Nonparametric inference for discretely sampled Lévy processes (Q2428954)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference for discretely sampled Lévy processes |
scientific article |
Statements
Nonparametric inference for discretely sampled Lévy processes (English)
0 references
22 April 2012
0 references
empirical characteristic function
0 references
empirical process
0 references
Fourier inversion
0 references
Lévy density
0 references
maximal inequality
0 references
mean square error
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
