A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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In: Statistical inference for stochastic processes, Band 25, Ausgabe 3, Seite 505-535, 2022
- Ereignis
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Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
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2023
- Urheber
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Papagiannouli, Katerina
- DOI
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10.1007/s11203-021-09264-2
- URN
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urn:nbn:de:kobv:11-110-18452/27479-6
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
14.08.2025, 10:44 MESZ
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Beteiligte
- Papagiannouli, Katerina
- Humboldt-Universität zu Berlin
Entstanden
- 2023
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