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Weighted empirical processes in the nonparametric inference for Lvy processes

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dc.contributor.authorBuchmann, Boris
dc.date.accessioned2015-12-13T22:49:10Z
dc.date.available2015-12-13T22:49:10Z
dc.date.issued2009
dc.date.updated2016-02-24T09:43:26Z
dc.description.abstractGiven 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
dc.identifier.issn1066-5307
dc.identifier.urihttp://hdl.handle.net/1885/80414
dc.publisherAllerton Press
dc.sourceMathematical Methods of Statistics
dc.subjectKeywords: bootstrap; confidence bounds; infinite activity; Lévy measure; Lévy processes; Lévy tail; nonparametric inference; Poisson fields; stable process; variance-gamma process; weighted empirical processes; weighted uniform norms
dc.titleWeighted empirical processes in the nonparametric inference for Lvy processes
dc.typeJournal article
local.bibliographicCitation.issue4
local.bibliographicCitation.lastpage309
local.bibliographicCitation.startpage281
local.contributor.affiliationBuchmann, Boris, College of Physical and Mathematical Sciences, ANU
local.contributor.authoruidBuchmann, Boris, u4164354
local.description.notesImported from ARIES
local.identifier.absfor010404 - Probability Theory
local.identifier.absseo970101 - Expanding Knowledge in the Mathematical Sciences
local.identifier.ariespublicationf5625xPUB8674
local.identifier.citationvolume18
local.identifier.doi10.3103/S1066530709040012
local.identifier.scopusID2-s2.0-84856239817
local.type.statusPublished Version

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