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Risk bounds for the non-parametric estimation of Lévy processes - MaRDI portal

Risk bounds for the non-parametric estimation of Lévy processes (Q3592310)

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Risk bounds for the non-parametric estimation of Lévy processes
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    Risk bounds for the non-parametric estimation of Lévy processes (English)
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    12 September 2007
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    estimation of Poisson processes
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    projection estimation
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    model selection
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    orcacle inequalities
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    concentration inequalities
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