Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process

Mies, Fabian (Corresponding author)

Ithaca, NY : Cornell University Library (2020)
Journal Article

In: Electronic journal of statistics : EJS
Volume: 14
Issue: 2
Page(s)/Article-Nr.: 4165-4206

Institutions

• Department of Mathematics [110000]
• Chair of Stochastics [116110]