Bootstrap confidence bands for spectral estimation of Lévy densities
under high-frequency observations

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Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations

1 May 2017

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Papers citing "Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations"

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Title
$Local polynomial trend regression for spatial data on $\mathbb{R}^d$$ Local polynomial trend regression for spatial data on $\mathbb{R}^d$ Daisuke Kurisu Y. Matsuda 52 1 0 24 Nov 2022
Spectral bootstrap confidence bands for Lévy-driven moving average processes Denis Belomestny E. Ivanova T. Orlova 22 0 0 12 Nov 2022
Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data Daisuke Kurisu Kengo Kato Xiaofeng Shao 125 12 0 19 Mar 2021
Nonparametric regression for locally stationary random fields under stochastic sampling design Daisuke Kurisu 88 14 0 13 May 2020
Mixed-normal limit theorems for multiple Skorohod integrals in high-dimensions, with application to realized covariance Yuta Koike 78 5 0 13 Jun 2018
Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme Alberto J. Coca 56 8 0 27 Mar 2018
Gaussian approximation of maxima of Wiener functionals and its application to high-frequency data Yuta Koike 70 15 0 01 Sep 2017