Estimation of the Jump Size Density in a Mixed Compound Poisson Process

DOI10.1111/sjos.12149zbMath1419.62073OpenAlexW1924974529MaRDI QIDQ3460660

Johanna Kappus, Valentine Genon-Catalot, Fabienne Comte, Céline Duval

Publication date: 8 January 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12149

zbMATH Keywords

adaptive methodsdeconvolutionpenalization methodnonparametric density estimationmixed compound Poisson process

Mathematics Subject Classification ID

Related Items (4)

Density deconvolution from repeated measurements without symmetry assumption on the errors ⋮ Efficient nonparametric inference for discretely observed compound Poisson processes ⋮ Stochastic integral operator model for IS, US and WSSUS channels ⋮ Nonparametric adaptive estimation for grouped data

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