Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes
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Publication:2326066
DOI10.1214/19-EJS1609zbMath1429.62168arXiv1709.07752MaRDI QIDQ2326066
Publication date: 4 October 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.07752
Lévy processeswaveletcompound Poisson processesasymptotics of nonparametric Bayes proceduresBayesian nonlinear inverse problemsnonparametric credible set
Processes with independent increments; Lévy processes (60G51) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric tolerance and confidence regions (62G15) Jump processes on general state spaces (60J76)
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