Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Nonparametric estimation of Mark's distribution of an exponential shot-noise process
scientific article

    Statements

    Nonparametric estimation of Mark's distribution of an exponential shot-noise process (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    21 January 2016
    0 references
    shot-noise
    0 references
    Lévy-driven Ornstein-Uhlenbeck process
    0 references
    nonparametric estimation
    0 references
    Markov process
    0 references
    empirical processes
    0 references
    \(\beta\)-mixing
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references