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

Density estimation (62G07) Estimation in multivariate analysis (62H12)

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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