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A Donsker Theorem for Lévy Measures
v1v2 (latest)

A Donsker Theorem for Lévy Measures

3 January 2012
Richard Nickl
M. Reiß
ArXiv (abs)PDFHTML

Papers citing "A Donsker Theorem for Lévy Measures"

7 / 7 papers shown
Spectral-free estimation of Lévy densities in high-frequency regime
Spectral-free estimation of Lévy densities in high-frequency regime
Céline Duval
Ester Mariucci
264
8
0
28 Feb 2017
Low Frequency Lévy Copula Estimation
Low Frequency Lévy Copula Estimation
Christian Palmes
78
0
0
30 Sep 2014
Adaptive nonparametric estimation for Lévy processes observed at low
  frequency
Adaptive nonparametric estimation for Lévy processes observed at low frequency
Johanna Kappus
222
37
0
29 Aug 2013
Adaptive quantile estimation in deconvolution with unknown error
  distribution
Adaptive quantile estimation in deconvolution with unknown error distribution
I. Dattner
M. Reiß
Mathias Trabs
370
39
0
07 Mar 2013
Adaptive pointwise estimation for pure jump Lévy processes
Adaptive pointwise estimation for pure jump Lévy processesStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (SISP), 2012
Mélina Bec
C. Lacour
291
10
0
21 May 2012
Nonparametric inference on Lévy measures and copulas
Nonparametric inference on Lévy measures and copulas
Axel Bücher
Mathias Vetter
398
29
0
02 May 2012
Multiscale Methods for Shape Constraints in Deconvolution: Confidence
  Statements for Qualitative Features
Multiscale Methods for Shape Constraints in Deconvolution: Confidence Statements for Qualitative Features
Johannes Schmidt-Hieber
Axel Munk
L. Duembgen
489
55
0
07 Jul 2011
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