Nonparametric inference on Lévy measures and copulas
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Publication:366990
DOI10.1214/13-AOS1116zbMath1273.62067arXiv1205.0417MaRDI QIDQ366990
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.0417
Processes with independent increments; Lévy processes (60G51) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Markov processes: estimation; hidden Markov models (62M05)
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