Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: R / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2605652062 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q59611655 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3026011 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations of small jumps of Lévy processes with a view towards simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on expansion for functionals of spatial marked point processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decompounding: an estimation problem for Poisson random sums. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Decompounding Poisson random sums: recursively truncated estimates in the discrete case / rank
 
Normal rank
Property / cites work
 
Property / cites work: GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient nonparametric inference for discretely observed compound Poisson processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric density estimation in compound Poisson processes using convolution power estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical properties of asset returns: stylized facts and statistical issues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Density estimation for compound Poisson processes from discrete data / rank
 
Normal rank
Property / cites work
 
Property / cites work: When is it no longer possible to estimate a compound Poisson process? / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3902322 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Some Fourier Methods for Inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric renewal function estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Perturbation analysis of Poisson processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-life insurance mathematics. An introduction with the Poisson process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis of Functionals of Poisson Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tangent sets in the space of measures: with applications to variational analysis. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation for Lévy processes from low-frequency observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The estimation of the parameters of the stable laws / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood and general estimating equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A kernel type nonparametric density estimator for decompounding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric estimation of the canonical measure for infinitely divisible distributions / rank
 
Normal rank

Latest revision as of 06:41, 15 July 2024

scientific article
Language Label Description Also known as
English
Nonparametric estimation for compound Poisson process via variational analysis on measures
scientific article

    Statements

    Nonparametric estimation for compound Poisson process via variational analysis on measures (English)
    0 references
    0 references
    0 references
    0 references
    7 March 2018
    0 references
    compound Poisson distribution
    0 references
    decompounding
    0 references
    measure optimisation
    0 references
    gradient methods
    0 references
    steepest descent algorithms
    0 references
    0 references
    0 references

    Identifiers