Nonparametric Bayesian inference for multidimensional compound Poisson processes

24 December 2014

Frank van der Meulen

Papers citing "Nonparametric Bayesian inference for multidimensional compound Poisson processes"

4 / 4 papers shown

Title
Nonparametric inference on Lévy measures and copulas Axel Bücher Mathias Vetter 99 29 0 02 May 2012
Adaptive Bayesian multivariate density estimation with Dirichlet mixtures Weining Shen S. Tokdar S. Ghosal 52 143 0 29 Sep 2011
Estimation for Lévy processes from high frequency data within a long time interval Fabienne Comte V. Genon‐Catalot 125 70 0 12 May 2011
Nonparametric estimation for Lévy processes from low-frequency observations Michael H. Neumann M. Reiß 120 154 0 13 Sep 2007