Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306)
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scientific article; zbMATH DE number 6533985
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| English | Nonparametric estimation of Mark's distribution of an exponential shot-noise process |
scientific article; zbMATH DE number 6533985 |
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Nonparametric estimation of Mark's distribution of an exponential shot-noise process (English)
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21 January 2016
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shot-noise
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Lévy-driven Ornstein-Uhlenbeck process
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nonparametric estimation
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Markov process
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empirical processes
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\(\beta\)-mixing
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0.8474614024162292
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0.7114803791046143
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0.6837300658226013
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0.682902991771698
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0.682902991771698
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