Estimation of the Jump Size Density in a Mixed Compound Poisson Process
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Publication:3460660
DOI10.1111/sjos.12149zbMath1419.62073OpenAlexW1924974529MaRDI QIDQ3460660
Johanna Kappus, Valentine Genon-Catalot, Fabienne Comte, Céline Duval
Publication date: 8 January 2016
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12149
adaptive methodsdeconvolutionpenalization methodnonparametric density estimationmixed compound Poisson process
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Density deconvolution from repeated measurements without symmetry assumption on the errors, Efficient nonparametric inference for discretely observed compound Poisson processes, Stochastic integral operator model for IS, US and WSSUS channels, Nonparametric adaptive estimation for grouped data
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