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

1 May 2017

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

3 / 3 papers shown

Title
Comparison and anti-concentration bounds for maxima of Gaussian random vectors Victor Chernozhukov Denis Chetverikov Kengo Kato 55 221 0 21 Jan 2013
Statistical inference for time-changed Lévy processes via composite characteristic function estimation Denis Belomestny 67 50 0 01 Mar 2010
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 102 53 0 22 Jul 2008