Rate-optimal estimation of the Blumenthal–Getoor index of a Lévy process
Mies, Fabian
Ithaca, NY / Cornell University Library (2020) [Journal Article]
Electronic journal of statistics
Volume: 14
Issue: 2
Page(s): 4165-4206
Identifier
- DOI: 10.1214/20-EJS1769
- REPORT NUMBER: RWTH-2020-11804