A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (Q2676877)
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scientific article; zbMATH DE number 7594031
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes |
scientific article; zbMATH DE number 7594031 |
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A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (English)
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28 September 2022
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multi-dimensional Lévy processes
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adaptive estimation
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Lepskitype rule
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balancing principle
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statistical inference covariance
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