Weighted empirical processes in the nonparametric inference for Lvy processes
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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
Collections | ANU Research Publications |
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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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