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Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme

27 March 2018

Papers citing "Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme"

4 / 4 papers shown

Title
Nonparametric Bayesian inference for multidimensional compound Poisson processes S. Gugushvili Frank van der Meulen Peter Spreij 77 18 0 24 Dec 2014
High-frequency Donsker theorems for Lévy measures Richard Nickl M. Reiß Jakob Sohl Mathias Trabs 69 25 0 09 Oct 2013
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 151 53 0 22 Jul 2008
Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections Evarist Giné Richard Nickl 127 33 0 09 May 2008