Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856)
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English | 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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