Pages that link to "Item:Q2441318"
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The following pages link to Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318):
Displaying 10 items.
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← 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)
- Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820) (← links)
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding (Q2326063) (← links)
- Estimation of the Jump Size Density in a Mixed Compound Poisson Process (Q3460660) (← links)
- Statistical Inference for Renewal Processes (Q4637096) (← links)
- Nonparametric statistical inference for compound models (Q6622122) (← links)
