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
Papagiannouli, Katerina http://orcid.org/0000-0002-4488-4843
Funding for this research was provided by:
Humboldt-Universität zu Berlin
Text and Data Mining valid from 2022-01-08
Version of Record valid from 2022-01-08
Article History
Received: 3 December 2020
Accepted: 13 September 2021
First Online: 8 January 2022