Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process
type: Item
instance of: scholarly article
title: Optimal estimation of the local time and the occupation time measure for an \(\alpha\)-stable Lévy process
zbMATH Open document ID: 1539.60095
author: Chiara Amorino
author: Arturo Jaramillo
author: Mark Podolskij
published in: Modern Stochastics. Theory and Applications
publication date: 2024-06-05T00:00:00Z
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 7860171
zbMATH Keywords: high-frequency data
zbMATH Keywords: local time
zbMATH Keywords: mixed normal distribution
zbMATH Keywords: occupation time
zbMATH Keywords: stable Lévy processes
MaRDI profile type: Publication
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DOI: 10.15559/24-VMSTA243
description: scientific article; zbMATH DE number 7860171