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A Lepski\u{i}-type stopping rule for the covariance estimation of multi-dimensional L\'evy processes - MaRDI portal

A Lepski\u{i}-type stopping rule for the covariance estimation of multi-dimensional L\'evy processes

From MaRDI portal
Publication:6354549

DOI10.1007/S11203-021-09264-2arXiv2011.12697MaRDI QIDQ6354549

Katerina Papagiannouli

Publication date: 25 November 2020




Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)








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