Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Nonparametric inference on L\'evy measures and copulas   In this paper nonparametric methods to assess the multivariate L\'{e}vy
measure are introduced. Starting from high-frequency observations of a L\'{e}vy
process $\mathbf{X}$, we construct estimators for its tail integrals and the
Pareto-L\'{e}vy copula and prove weak convergence of these estimators in
certain function spaces. Given n observations of increments over intervals of
length $\Delta_n$, the rate of convergence is $k_n^{-1/2}$ for $k_n=n\Delta_n$
which is natural concerning inference on the L\'{e}vy measure. Besides
extensions to nonequidistant sampling schemes analytic properties of the
Pareto-L\'{e}vy copula which, to the best of our knowledge, have not been
mentioned before in the literature are provided as well. We conclude with a
short simulation study on the performance of our estimators and apply them to
real data.

12
The categories of this paper are: nucl-th
9
The categories of this paper are: nlin
26
The categories of this paper are: bayes-an
5
The categories of this paper are: gr-qc
37
The categories of this paper are: supr-con
23
The categories of this paper are: solv-int
10
The categories of this paper are: q-bio
3
The categories of this paper are: physics
11
The categories of this paper are: hep-lat
20
The categories of this paper are: acc-phys
25
The categories of this paper are: patt-sol
14
The categories of this paper are: math-ph
15
The categories of this paper are: nucl-ex
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th
29
The categories of this paper are: funct-an