The following pages link to (Q3667689):
Displaying 15 items.
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes (Q817968) (← links)
- Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
- Consistency of some tests for multivariate normality (Q918087) (← links)
- Some limit theorems for the empirical process indexed by functions (Q1072218) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Uniform convergence of empirical characteristic functions in a complex domain with applications to option pricing (Q2267602) (← links)
- A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (Q2676877) (← links)
- CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS (Q4959400) (← links)
- (Q4969263) (← links)
- How many moments can be estimated from a large sample? (Q5953898) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
- \texttt{fastMI}: a fast and consistent copula-based nonparametric estimator of mutual information (Q6200945) (← links)
