Pages that link to "Item:Q2469647"
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The following pages link to A kernel type nonparametric density estimator for decompounding (Q2469647):
Displayed 16 items.
- Nonparametric estimation of a renewal reward process from discrete data (Q359390) (← links)
- Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
- Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
- Consistent and rate-optimal density estimation from heteroscedastic data groups (Q1011529) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Adaptive density estimation in the pile-up model involving measurement errors (Q1950890) (← links)
- Statistical inference across time scales (Q1952257) (← links)
- Deconvolution for an atomic distribution (Q2426835) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
- A kernel type nonparametric density estimator for decompounding (Q2469647) (← links)
- Optimal convergence rates for density estimation from grouped data (Q2643380) (← links)
- An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437) (← links)
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662) (← links)
- Nonparametric deconvolution of density estimation based on observed sums (Q5189258) (← links)