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Nonparametric estimation of the canonical measure for infinitely divisible distributions - MaRDI portal

Nonparametric estimation of the canonical measure for infinitely divisible distributions (Q4444972)

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scientific article; zbMATH DE number 2034348
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Nonparametric estimation of the canonical measure for infinitely divisible distributions
scientific article; zbMATH DE number 2034348

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    Nonparametric estimation of the canonical measure for infinitely divisible distributions (English)
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    28 January 2004
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    Gaussian processes
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    central limit theorem
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    empirical characteristic function
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    infinitely divisible distributions
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    Kolmogorov canonical measure
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    smoothing
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    simulation
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