Nonparametric estimation of a renewal reward process from discrete data
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Publication:359390
DOI10.3103/S106653071301002XzbMath1284.62212arXiv1207.1611MaRDI QIDQ359390
Publication date: 12 August 2013
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.1611
continuous time random walkrenewal reward processcompound Poisson processdiscretely observed random processwavelet density estimation
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Related Items (4)
A note on a fixed-point method for deconvolution ⋮ Nonparametric density estimation in compound Poisson processes using convolution power estimators ⋮ Statistical Inference for Renewal Processes ⋮ Efficient nonparametric inference for discretely observed compound Poisson processes
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