Pages that link to "Item:Q2447727"
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The following pages link to On non-parametric estimation of the Lévy kernel of Markov processes (Q2447727):
Displaying 9 items.
- On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions (Q936393) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Kernel estimation for Lévy driven stochastic convolutions (Q2063036) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Risk bounds for the non-parametric estimation of Lévy processes (Q3592310) (← links)
- ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS (Q5012629) (← links)
- Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (Q5860768) (← links)
- The estimation for Lévy processes in high frequency data (Q5860893) (← links)