Adaptive Estimation for Lévy Processes

DOI10.1007/978-3-319-12373-8_2zbMath1332.62280OpenAlexW4486655MaRDI QIDQ2786962

Fabienne Comte, Valentine Genon-Catalot

Publication date: 24 February 2016

Published in: Lévy Matters IV (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-12373-8_2

zbMATH Keywords

kernel estimatorsdeconvolutionLévy processadaptive estimationcompound Poisson processhigh frequency datanonparametric projection estimators

Mathematics Subject Classification ID

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

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