Efficient nonparametric inference for discretely observed compound Poisson processes
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Publication:681527
DOI10.1007/s00440-017-0761-5zbMath1383.62081arXiv1512.08472OpenAlexW2199664410MaRDI QIDQ681527
Publication date: 12 February 2018
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1512.08472
compound Poisson processLévy distributionuniform central limit theoremnonlinear inverse problemdiscrete measure kernel estimatorefficient nonparametric inference
Processes with independent increments; Lévy processes (60G51) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)
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