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Weighted empirical processes in the nonparametric inference for Lvy processes

Buchmann, Boris

Description

Given observations of a Lévy process, we provide nonparametric estimators of its Lévy tail and study the asymptotic properties of the corresponding weighted empirical processes. Within a special class of weight functions, we give necessary and sufficien

CollectionsANU Research Publications
Date published: 2009
Type: Journal article
URI: http://hdl.handle.net/1885/80414
Source: Mathematical Methods of Statistics
DOI: 10.3103/S1066530709040012

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