Open AccessSpectral-free estimation of Lévy densities in high-frequency regime
Author(s) -
Céline Duval,
Ester Mariucci
Publication year - 2021
Publication title -
bernoulli
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.814
H-Index - 72
eISSN - 1573-9759
pISSN - 1350-7265
DOI - 10.3150/21-bej1326
Subject(s) - mathematics , estimator , spectral density estimation , jump , nonparametric statistics , lévy process , spectral density , brownian motion , robustness (evolution) , mathematical analysis , statistics , fourier transform , biochemistry , physics , chemistry , quantum mechanics , gene
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