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Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation - MaRDI portal

Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (Q5860768)

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scientific article; zbMATH DE number 7431590
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Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation
scientific article; zbMATH DE number 7431590

    Statements

    Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation (English)
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    22 November 2021
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    high-frequency framework
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    Lévy-Khintchine canonical representation
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    method of sieves
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    nonparametric estimation
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