A Donsker theorem for Lévy measures
Year of publication: |
2012
|
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Authors: | Nickl, Richard ; Reiß, Markus |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Stochastischer Prozess | Schätztheorie | Theorie | uniform central limit theorem | nonlinear inverse problem | smoothed empirical processes | pseudo-differential operators | jump measure |
Series: | SFB 649 Discussion Paper ; 2012-003 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 682401943 [GVK] hdl:10419/56623 [Handle] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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