{"paper":{"title":"Statistical inference for time-changed L\\'{e}vy processes via composite characteristic function estimation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.AP","stat.TH"],"primary_cat":"stat.ME","authors_text":"Denis Belomestny","submitted_at":"2010-03-01T08:45:30Z","abstract_excerpt":"In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\\'{e}vy process $L_{\\mathcal{T}(t)}$, where $\\mathcal{T}$ is a nonnegative, nondecreasing real-valued process independent of $L_t$, is studied. We show that this problem is closely related to the problem of composite function estimation that has recently gotten much attention in statistical literature. Under suitable identifiability conditions, we propose a consistent estim"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1003.0275","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}