Nonparametric inference for discretely sampled Lévy processes

21 August 2009

Papers citing "Nonparametric inference for discretely sampled Lévy processes"

8 / 8 papers shown

Title
Polar sets of anisotropic Gaussian random fields Jakob Sohl 111 12 0 03 Aug 2012
Estimation for Lévy processes from high frequency data within a long time interval Fabienne Comte V. Genon‐Catalot 139 70 0 12 May 2011
Sieve-based confidence intervals and bands for Lévy densities J. E. Figueroa-López 67 37 0 22 Apr 2011
Deconvolution for an atomic distribution: rates of convergence S. Gugushvili Bert van Es Peter Spreij 118 8 0 12 Jul 2010
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance S. Gugushvili B. Es 71 1 0 22 Jul 2008
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 141 53 0 22 Jul 2008
Nonparametric adaptive estimation for pure jump Lévy processes Fabienne Comte V. Genon‐Catalot 112 79 0 20 Jun 2008
Nonparametric estimation for Lévy processes from low-frequency observations Michael H. Neumann M. Reiß 130 154 0 13 Sep 2007