Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306): Difference between revisions
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English | Nonparametric estimation of Mark's distribution of an exponential shot-noise process |
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Nonparametric estimation of Mark's distribution of an exponential shot-noise process (English)
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21 January 2016
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shot-noise
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Lévy-driven Ornstein-Uhlenbeck process
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nonparametric estimation
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Markov process
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empirical processes
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\(\beta\)-mixing
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