Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations
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Publication:2301475
DOI10.1016/j.spa.2019.04.012zbMath1471.60032arXiv1705.00586OpenAlexW2963228218MaRDI QIDQ2301475
Publication date: 24 February 2020
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.00586
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Nonparametric tolerance and confidence regions (62G15) Inference from stochastic processes and spectral analysis (62M15) Nonparametric statistical resampling methods (62G09)
Related Items (3)
Nonparametric regression for locally stationary random fields under stochastic sampling design ⋮ ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS ⋮ Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
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