Nonparametric adaptive estimation of linear functionals for low frequency observed LÃ©vy processes
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References listed on IDEAS
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- Mélina Bec & Claire Lacour, 2015. "Adaptive pointwise estimation for pure jump Lévy processes," Statistical Inference for Stochastic Processes, Springer, vol. 18(3), pages 229-256, October.
More about this item
KeywordsStatistics of stochastic processes; Low frequency observed LÃ©vy processes; Nonparametric statistics; Adaptive estimation; Model selection with unknown variance;
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-27 (All new papers)
- NEP-ECM-2012-02-27 (Econometrics)
- NEP-ETS-2012-02-27 (Econometric Time Series)
- NEP-ORE-2012-02-27 (Operations Research)
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