Sobolev-Hermite versus Sobolev nonparametric density estimation on $${\mathbb {R}}$$R-Reference-Cited by-同舟云学术

Sobolev-Hermite versus Sobolev nonparametric density estimation on $${\mathbb {R}}$$R

Published:2017-10-23 Issue:1 Volume:71 Page:29-62
ISSN:0020-3157
Container-title:Annals of the Institute of Statistical Mathematics
language:en
Short-container-title:Ann Inst Stat Math

Author:

Belomestny Denis,Comte Fabienne,Genon-Catalot Valentine

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/article/10.1007/s10463-017-0624-y/fulltext.html

Reference31 articles.

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3. Belomestny, D., Comte, F., Genon-Catalot, V., Masuda, H., Reiss, M. (2015). Lévy matters. IV. Estimation for discretely observed Lévy processes. Lecture Notes in Mathematics, 2128. Lévy Matters. Cham: Springer.

4. Belomestny, D., Comte, F., Genon-Catalot, V. (2016). Nonparametric Laguerre estimation in the multiplicative censoring model. Electronic Journal of Statistics, 10, 3114–3152.

5. Bertoin, J. (1996). Lévy processes. Cambridge tracts in mathematics, 121. Cambridge, NY: Cambridge University Press.

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