Pages that link to "Item:Q2469647"

The following pages link to A kernel type nonparametric density estimator for decompounding (Q2469647):

Displaying 38 items.

• Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
• Nonparametric estimation of a renewal reward process from discrete data (Q359390) (← links)
• Statistical Skorohod embedding problem: optimality and asymptotic normality (Q491725) (← links)
• Maxentropic approach to decompound aggregate risk losses (Q495498) (← links)
• Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
• Sup-norm convergence rates for Lévy density estimation (Q508709) (← links)
• Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
• Nonparametric estimation for Lévy processes from low-frequency observations (Q605855) (← links)
• Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
• Nonparametric adaptive estimation for grouped data (Q729714) (← links)
• Decompounding random sums: a nonparametric approach (Q907021) (← links)
• Consistent and rate-optimal density estimation from heteroscedastic data groups (Q1011529) (← links)
• Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
• Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
• A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
• Adaptive density estimation in the pile-up model involving measurement errors (Q1950890) (← links)
• Statistical inference across time scales (Q1952257) (← links)
• Spectral-free estimation of Lévy densities in high-frequency regime (Q1983628) (← links)
• Approximate Bayesian computations to fit and compare insurance loss models (Q2234770) (← links)
• Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475) (← links)
• Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
• Adaptive procedure for Fourier estimators: application to deconvolution and decompounding (Q2326063) (← links)
• Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes (Q2326066) (← links)
• Deconvolution for an atomic distribution (Q2426835) (← links)
• Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
• Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
• Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
• A kernel type nonparametric density estimator for decompounding (Q2469647) (← links)
• Nonparametric estimation for derivatives of compound distribution (Q2515847) (← links)
• Optimal convergence rates for density estimation from grouped data (Q2643380) (← links)
• An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations (Q3106437) (← links)
• Estimation of the Jump Size Density in a Mixed Compound Poisson Process (Q3460660) (← links)
• Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662) (← links)
• Statistical Inference for Renewal Processes (Q4637096) (← links)
• Nonparametric deconvolution of density estimation based on observed sums (Q5189258) (← links)
• A note on a fixed-point method for deconvolution (Q5280366) (← links)
• Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes (Q6573272) (← links)
• Nonparametric statistical inference for compound models (Q6622122) (← links)