Pages that link to "Item:Q2350347"

The following pages link to Density estimation for compound Poisson processes from discrete data (Q2350347):

Displaying 17 items.

• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
• Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
• Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
• Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
• Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
• Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
• A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
• Spectral-free estimation of Lévy densities in high-frequency regime (Q1983628) (← links)
• Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
• Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
• Adaptive procedure for Fourier estimators: application to deconvolution and decompounding (Q2326063) (← links)
• Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
• Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
• Efficient Estimation of the PDF and the CDF of the Exponentiated Gumbel Distribution (Q2809610) (← links)
• Estimation of the Jump Size Density in a Mixed Compound Poisson Process (Q3460660) (← links)
• Statistical Inference for Renewal Processes (Q4637096) (← links)
• A note on a fixed-point method for deconvolution (Q5280366) (← links)