Non-Parametric Estimation for Non-Decreasing Lévy Processes
研究了非递减Lévy过程对应的测度的三种非参数估计，分析了估计量的一致性和极限分布，并简要讨论了其中一种估计对应的经验过程在拟合优度检验中的应用前景。
Summary Three non-parametric estimates of the measure corresponding to a non-decreasing Lévy process are discussed. Consistency and the limit distributions of the estimates are studied. The empirical process corresponding to one of the estimates is briefly discussed with an anticipation of an application to goodness-of-fit tests.