Pages that link to "Item:Q2350347"
From MaRDI portal
The following pages link to Density estimation for compound Poisson processes from discrete data (Q2350347):
Displaying 6 items.
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Adaptive pointwise estimation for pure jump Lévy processes (Q500871) (← links)
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
- Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
- A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
