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- Title:
An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations
- Author(s):
- Ueltzhöfer, Florian A.J.; Klüppelberg, Claudia
- Journal title:
- Journal of Nonparametric Statistics
- Year:
- 2011
- Journal volume:
- 23
- Journal issue:
- 4
- Pages contribution:
- 967-989
- Fulltext / DOI:
- doi:10.1080/10485252.2011.581375
- Publisher:
- Informa UK Limited
- E-ISSN:
- 1048-52521029-0311
- Date of publication:
- 01.12.2011
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