Crossmark

A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes

Crossref DOI link: https://doi.org/10.1007/s11203-021-09264-2

Published Online: 2022-01-08

Published Print: 2022-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Papagiannouli, Katerina https://orcid.org/0000-0002-4488-4843
Funding

Funding for this research was provided by:

Humboldt-Universität zu Berlin
License Information

Text and Data Mining valid from 2022-01-08

Version of Record valid from 2022-01-08
More Information

Article History

Received: 3 December 2020

Accepted: 13 September 2021

First Online: 8 January 2022