Skip navigation
Skip navigation

Weighted empirical processes in the nonparametric inference for Lvy processes

Buchmann, Boris


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
Source: Mathematical Methods of Statistics
DOI: 10.3103/S1066530709040012


There are no files associated with this item.

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  17 November 2022/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator