Expansion and estimation of Lévy process functionals in nonlinear and nonstationary time series regression

Chaohua Dong and Jiti Gao

Year of publication:	2019
Authors:	Dong, Chaohua ; Gao, Jiti
Subject:	Asymptotic theory \| Lévy process \| orthogonal series expansion \| series estimation \| time-inhomogeneous functional \| Zeitreihenanalyse \| Time series analysis \| Stochastischer Prozess \| Stochastic process \| Schätztheorie \| Estimation theory \| Optionspreistheorie \| Option pricing theory \| Regressionsanalyse \| Regression analysis \| Nichtparametrisches Verfahren \| Nonparametric statistics

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