Kernel estimation for Lévy driven stochastic convolutions (Q2063036)
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scientific article; zbMATH DE number 7454701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kernel estimation for Lévy driven stochastic convolutions |
scientific article; zbMATH DE number 7454701 |
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Kernel estimation for Lévy driven stochastic convolutions (English)
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10 January 2022
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continuous time moving average
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Lévy processes
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model selection
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nonparametric estimation
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projection estimators
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stochastic convolution
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