Pages that link to "Item:Q681527"
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The following pages link to Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527):
Displaying 9 items.
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
- Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
- Spectral-free estimation of Lévy densities in high-frequency regime (Q1983628) (← links)
- Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
- Approximate Bayesian computations to fit and compare insurance loss models (Q2234770) (← 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)
- UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED (Q4810662) (← links)
