Nonparametric estimation for pure jump Lévy processes based on high frequency data

DOI10.1016/j.spa.2009.09.013zbMath1177.62043OpenAlexW2067801276MaRDI QIDQ1045792

Fabienne Comte, Valentine Genon-Catalot

Publication date: 16 December 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2009.09.013

zbMATH Keywords

Lévy processeshigh frequency dataprojection estimatorsadaptive nonparametric estimation

Mathematics Subject Classification ID

Related Items (36)

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