Nonparametric inference for Lévy-driven Ornstein - Uhlenbeck processes

Bernoulli

Volumn 11, Issue 5, 2005, Pages 759-791

  Jongbloed, G ^a   Van Der Meulen, F H ^a   Van Der Vaart, A W ^a  

^a VU UNIVERSITY AMSTERDAM   (Netherlands)

Author keywords

L vy process; Self decomposability; Support reduction algorithm; Uniform convergence of characteristic functions

Indexed keywords

EID: 33751010081     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1130077593     Document Type: Article

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