Nonparametric estimation for pure jump Lévy processes based on high frequency data
type: Item
instance of: scholarly article
title: Nonparametric estimation for pure jump Lévy processes based on high frequency data
zbMATH Open document ID: 1177.62043
published in: Stochastic Processes and their Applications
publication date: 2009-12-16T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5648670
zbMATH Keywords: adaptive nonparametric estimation
zbMATH Keywords: high frequency data
zbMATH Keywords: Lévy processes
zbMATH Keywords: projection estimators
author: F. Comte
author: V. Genon-Catalot
MaRDI profile type: Publication
full work available at URL: j.spa.2009.09.013
OpenAlex ID: W2067801276
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DOI: 10.1016/J.SPA.2009.09.013
description: scientific article; zbMATH DE number 5648670