A non-parametric Bayesian approach to decompounding from high frequency data
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Publication:1744221
DOI10.1007/s11203-016-9153-1zbMath1395.62079arXiv1507.03263OpenAlexW2208256359WikidataQ59439314 ScholiaQ59439314MaRDI QIDQ1744221
Peter Spreij, Shota Gugushvili, Frank H. van der Meulen
Publication date: 16 April 2018
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.03263
compound Poisson processposterior contraction ratenonparametric Bayesian estimationhigh frequency observations
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15)
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