Decompounding Poisson random sums: recursively truncated estimates in the discrete case

DOI10.1007/BF02506487zbMath1078.62020MaRDI QIDQ2581125

Boris Buchmann, Rudolf Grübel

Publication date: 13 January 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

likelihood; consistency; discrete distributions; limit distributions; plug-in principle; compound distributions; horse kick data

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M09: Non-Markovian processes: estimation

62F10: Point estimation

Related Items

Inference for the limiting cluster size distribution of extreme values, Statistical inference across time scales, Asymptotic distributions for the intervals estimators of the extremal index and the cluster-size probabilities, Nonparametric inference for discretely sampled Lévy processes, Weighted empirical processes in the nonparametric inference for Lévy processes, A kernel type nonparametric density estimator for decompounding, Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process

Cites Work

• Unnamed Item
• Decompounding: an estimation problem for Poisson random sums.
• Bortkiewicz's Data and the Law of Small Numbers
• On a New Class of "Contagious" Distributions, Applicable in Entomology and Bacteriology
• EXPERIMENTAL EVIDENCE CONCERNING CONTAGIOUS DISTRIBUTIONS IN ECOLOGY
• Convergence of stochastic processes