Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations |
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Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (English)
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6 August 2019
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nonparametric inference
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compound Poisson-driven Ornstein-Uhlenbeck process
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spectral estimation
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high-dimensional central limit theorem
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macroscopic observations
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