Nonparametric low-frequency Lévy copula estimation in a general framework
DOI10.1080/10485252.2018.1474215zbMath1403.62103OpenAlexW2803780496MaRDI QIDQ5375946
Benedikt Funke, Christian Palmes, Babak S. Hosseini
Publication date: 17 September 2018
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2018.1474215
Lévy measureLévy copulamultidimensional Lévy processeslow-frequency datastatistical inference for jumps
Processes with independent increments; Lévy processes (60G51) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Functional limit theorems; invariance principles (60F17)
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