Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527): Difference between revisions

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+.08472
@@ Property / arXiv ID: 1512.08472 / rank @@
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+Lévy matters IV. Estimation for discretely observed Lévy processes
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+Spectral calibration of exponential Lévy models
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+Decompounding Poisson random sums: recursively truncated estimates in the discrete case
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+Nonparametric estimation for a class of Lévy processes
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+Efficient nonparametric inference for discretely observed compound Poisson processes
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+When is it no longer possible to estimate a compound Poisson process?
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+Publication:681527