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Nonparametric adaptive estimation for pure jump Lévy processes - MaRDI portal

Nonparametric adaptive estimation for pure jump Lévy processes (Q1958507)

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Nonparametric adaptive estimation for pure jump Lévy processes
scientific article

    Statements

    title
    Nonparametric adaptive estimation for pure jump Lévy processes (English)
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    author
    Fabienne Comte
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    publication date
    4 October 2010
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    zbMATH Keywords
    adaptive estimation
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    deconvolution
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    Lévy process
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    nonparametric projection estimator
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    Identifiers

    DOI
    10.1214/09-AIHP323
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    Mathematics Subject Classification ID
    62G05
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    62M05
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    62G20
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    60G51
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    zbMATH DE Number
    5795076
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    arXiv ID
    0806.3371
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