Pages that link to "Item:Q2911696"
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The following pages link to Central limit theorems for the non-parametric estimation of time-changed Lévy models (Q2911696):
Displaying 8 items.
- Statistical inference for time-changed Lévy processes via Mellin transform approach (Q271884) (← links)
- Asymptotic results for time-changed Lévy processes sampled at hitting times (Q550169) (← links)
- Statistical inference for time-changed Lévy processes via composite characteristic function estimation (Q651029) (← links)
- Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Nonparametric estimation of time-changed Lévy models under high-frequency data (Q3558943) (← links)
- Central limit theorem for mean and variogram estimators in Lévy–based models (Q4968519) (← links)
