Nonparametric inference for discretely sampled Lévy processes
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Publication:2428954
DOI10.1214/11-AIHP433zbMath1235.62121arXiv0908.3121MaRDI QIDQ2428954
Publication date: 22 April 2012
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.3121
mean square errorempirical characteristic functionempirical processmaximal inequalityFourier inversionLévy density
Processes with independent increments; Lévy processes (60G51) Density estimation (62G07) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)
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