Nonparametric estimation for a spectrally negative Lévy process based on high frequency data.

Honglong You Chunhao Cai

Published in: J. Comput. Appl. Math. (2019)

Keyphrases

high frequency
image data
low frequency
high quality
multiscale
motion estimation
statistical analysis
k means
wavelet transform
generative model
statistical methods
nonparametric estimation