The Annals of Statistics, Vol. 37, No. 3 (Jun., 2009), pp. 1360-1404 (45 pages) We study the problem of nonparametric estimation of a multivariate function $g ...
In this article, the problem of semi-parametric inference on the parameters of a multidimensional Lévy process L t with independent components based on the low-frequency observations of the ...
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