Pages that link to "Item:Q2581125"
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The following pages link to Decompounding Poisson random sums: recursively truncated estimates in the discrete case (Q2581125):
Displayed 14 items.
- Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
- Maxentropic approach to decompound aggregate risk losses (Q495498) (← links)
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
- Decompounding random sums: a nonparametric approach (Q907021) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← 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)
- Statistical inference across time scales (Q1952257) (← links)
- Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities (Q2388961) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- A kernel type nonparametric density estimator for decompounding (Q2469647) (← links)
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662) (← links)
- Nonparametric estimation in random sum models (Q5148446) (← links)