Sup-norm convergence rates for Lévy density estimation
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Publication:508709
DOI10.1007/s10687-016-0246-4zbMath1357.60051OpenAlexW2295613228MaRDI QIDQ508709
Publication date: 8 February 2017
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-016-0246-4
nonparametric inferenceprojection estimatesLévy density estimationmaximal deviationsup-norm convergence rates
Processes with independent increments; Lévy processes (60G51) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)
Related Items (4)
Extremes of a class of non-stationary Gaussian processes and maximal deviation of projection density estimates ⋮ Sup-norm convergence rates for Lévy density estimation ⋮ Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations ⋮ Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
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