Weighted empirical processes in the nonparametric inference for Lévy processes

DOI10.3103/S1066530709040012zbMath1282.60049OpenAlexW1992718171MaRDI QIDQ2439206

Yanyan Li

Publication date: 10 March 2014

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530709040012

zbMATH Keywords

bootstrapLévy processesLévy measureconfidence boundsweighted empirical processesstable processnonparametric inferencevariance-gamma processinfinite activityLévy tailPoisson fieldsweighted uniform norms

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Nonparametric inference for discretely sampled Lévy processes ⋮ Nonparametric density estimation in compound Poisson processes using convolution power estimators ⋮ Efficient nonparametric inference for discretely observed compound Poisson processes

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