Adaptive pointwise estimation for pure jump Lévy processes

Article Properties
Journal Category
Science
Mathematics
Probabilities
Mathematical statistics
You May Also Like
Refrences
Title Journal Journal Categories Citations Publication Date
10.1137/S0040585X97985923 2013
10.1214/13-AOS1116 2013
A Donsker theorem for Lévy measures Journal of Functional Analysis
  • Science: Mathematics
 26 2012
10.1214/11-AIHP433 2012
10.1214/11-AOS883 2011
Citations
Title Journal Journal Categories Citations Publication Date
Spectral-free estimation of Lévy densities in high-frequency regime Bernoulli
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2021
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2 2020
Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model Journal of Nonparametric Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 1 2020
Citations Analysis
Category Category Repetition
Science: Mathematics: Probabilities. Mathematical statistics3
Science: Mathematics3
The category Science: Mathematics: Probabilities. Mathematical statistics 3 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model and was published in 2020. The most recent citation comes from a 2021 study titled Spectral-free estimation of Lévy densities in high-frequency regime. This article reached its peak citation in 2020, with 2 citations. It has been cited in 3 different journals. Among related journals, the Bernoulli cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year