42 citations · 148 across the 13 of their papers we have counts for
Showing 2004Show all
3 papers · 1 filter
math.ST2004★ 19 cited
Nonparametric estimation for Levy processes with a view towards mathematical finance
Enrique Figueroa-Lopez, Christian Houdre
Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced…
math.PR2004★ 2 cited
Dimension free and infinite variance tail estimates on Poisson space
J. C. Breton, C. Houdré, N. Privault
Concentration inequalities are obtained on Poisson space, for random functionals with finite or infinite variance. In particular, dimension free tail estimates and exponential inte…
math.PR2004★ 14 cited
On the concentration of measure phenomenon for stable and related random vectors
Christian Houdre, Philippe Marchal
Concentration of measure is studied, and obtained, for stable and related random vectors.