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

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Revision as of 04:56, 11 December 2024

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