36 citations · 37 across the 2 of their papers we have counts for
2 papers
math.FA2008★ 1 cited
Holomorphic transforms with application to affine processes
D. Belomestny, J. Kampen, J. Schoenmakers
In a rather general setting of Itô-Lévy processes we study a class of transforms (Fourier for example) of the state variable of a process which are holomorphic in some disc around…
math.ST2007★ 36 cited
Spatial aggregation of local likelihood estimates with applications to classification
Denis Belomestny, Vladimir Spokoiny
This paper presents a new method for spatially adaptive local (constant) likelihood estimation which applies to a broad class of nonparametric models, including the Gaussian, Poiss…