Efficient nonparametric inference for discretely observed compound Poisson processes

28 December 2015

Papers citing "Efficient nonparametric inference for discretely observed compound Poisson processes"

5 / 5 papers shown

Title
Decompounding with unknown noise through several independents channels Guillaume Garnier 20 0 0 17 May 2024
Nonparametric Bayesian inference for Gamma-type Lévy subordinators Denis Belomestny S. Gugushvili Moritz Schauer Peter Spreij 19 8 0 30 Apr 2018
Bernstein -- von Mises theorems for statistical inverse problems II: Compound Poisson processes Richard Nickl Jakob Sohl 31 36 0 22 Sep 2017
A uniform central limit theorem and efficiency for deconvolution estimators Jakob Sohl Mathias Trabs 75 27 0 03 Aug 2012
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 115 53 0 22 Jul 2008