Weighted empirical processes in the nonparametric inference for Lévy processes

Author:

Buchmann B.

Publisher

Allerton Press

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference51 articles.

1. M. G. Akritas, “Asymptotic Theory for Estimating the Parameters of a Lévy Process”, Ann. Inst. Statist. Math. 34, 259–280 (1982).

2. S. Asmussen, Applied Probability and Queues (Wiley, Chichester, 1987).

3. O. E. Barndorff-Nielsen, T. Mikosch, and S. I. Resnick, Eds., Lévy Processes (Birkhäuser, Boston, 2001).

4. I.V. Basawa and P. J. Brockwell, “Non-Parametric Estimation for Non-Decreasing Lévy Processes”, J.Roy. Statist. Soc. Ser. B 44, 262–269 (1982).

5. O. E. Barndorff-Nielsen, Probability and Statistics: Self-Decomposability, Finance, and Turbulence, in Lecture Notes in Statistics, Vol. 128: Probability Towards 2000, Ed. by L. Accardi and C.C. Heyde (Springer, New York,1998)

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