Matches in SemOpenAlex for { <https://semopenalex.org/work/W4378509436> ?p ?o ?g. }
Showing items 1 to 61 of
61
with 100 items per page.
- W4378509436 abstract "Existing results for the estimation of the L'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L'evy processes in order to construct a nonparametric estimator for the multivariate jump distribution. We prove convergence rates for the uniform estimation error under both a low- and a high-frequency observation regime. The method is robust to various dependence structures. Along the way, we present a uniform risk bound for the multivariate empirical characteristic function and its partial derivatives. The method is illustrated with simulation examples." @default.
- W4378509436 created "2023-05-27" @default.
- W4378509436 creator A5064043468 @default.
- W4378509436 date "2023-05-23" @default.
- W4378509436 modified "2023-09-30" @default.
- W4378509436 title "Estimating a multivariate L'evy density based on discrete observations" @default.
- W4378509436 doi "https://doi.org/10.48550/arxiv.2305.14315" @default.
- W4378509436 hasPublicationYear "2023" @default.
- W4378509436 type Work @default.
- W4378509436 citedByCount "0" @default.
- W4378509436 crossrefType "posted-content" @default.
- W4378509436 hasAuthorship W4378509436A5064043468 @default.
- W4378509436 hasBestOaLocation W43785094361 @default.
- W4378509436 hasConcept C102366305 @default.
- W4378509436 hasConcept C105795698 @default.
- W4378509436 hasConcept C121332964 @default.
- W4378509436 hasConcept C127162648 @default.
- W4378509436 hasConcept C149782125 @default.
- W4378509436 hasConcept C161584116 @default.
- W4378509436 hasConcept C185429906 @default.
- W4378509436 hasConcept C2780009758 @default.
- W4378509436 hasConcept C2780695682 @default.
- W4378509436 hasConcept C28826006 @default.
- W4378509436 hasConcept C31258907 @default.
- W4378509436 hasConcept C33923547 @default.
- W4378509436 hasConcept C41008148 @default.
- W4378509436 hasConcept C57869625 @default.
- W4378509436 hasConcept C62520636 @default.
- W4378509436 hasConcept C77088390 @default.
- W4378509436 hasConceptScore W4378509436C102366305 @default.
- W4378509436 hasConceptScore W4378509436C105795698 @default.
- W4378509436 hasConceptScore W4378509436C121332964 @default.
- W4378509436 hasConceptScore W4378509436C127162648 @default.
- W4378509436 hasConceptScore W4378509436C149782125 @default.
- W4378509436 hasConceptScore W4378509436C161584116 @default.
- W4378509436 hasConceptScore W4378509436C185429906 @default.
- W4378509436 hasConceptScore W4378509436C2780009758 @default.
- W4378509436 hasConceptScore W4378509436C2780695682 @default.
- W4378509436 hasConceptScore W4378509436C28826006 @default.
- W4378509436 hasConceptScore W4378509436C31258907 @default.
- W4378509436 hasConceptScore W4378509436C33923547 @default.
- W4378509436 hasConceptScore W4378509436C41008148 @default.
- W4378509436 hasConceptScore W4378509436C57869625 @default.
- W4378509436 hasConceptScore W4378509436C62520636 @default.
- W4378509436 hasConceptScore W4378509436C77088390 @default.
- W4378509436 hasLocation W43785094361 @default.
- W4378509436 hasOpenAccess W4378509436 @default.
- W4378509436 hasPrimaryLocation W43785094361 @default.
- W4378509436 hasRelatedWork W1495326737 @default.
- W4378509436 hasRelatedWork W1963820433 @default.
- W4378509436 hasRelatedWork W1979891926 @default.
- W4378509436 hasRelatedWork W2152704622 @default.
- W4378509436 hasRelatedWork W2360658320 @default.
- W4378509436 hasRelatedWork W2415870942 @default.
- W4378509436 hasRelatedWork W2528789560 @default.
- W4378509436 hasRelatedWork W2963746476 @default.
- W4378509436 hasRelatedWork W3209368546 @default.
- W4378509436 hasRelatedWork W4253840420 @default.
- W4378509436 isParatext "false" @default.
- W4378509436 isRetracted "false" @default.
- W4378509436 workType "article" @default.