PS : Taher Jalal (LMV) : Non-parametric inference for Lévy processes with infinite jump activity
PS : Taher Jalal (LMV) : Non-parametric inference for Lévy processes with infinite jump activity
Lévy processes with infinite jump activity present intricate stochastic dynamics. In this work, we focus on the non-parametric estimation of the increment density for both the entire process and the small-jump component. We develop spectral estimators, establish their convergence rates,