Nonparametric Bayesian inference for Gamma-type Lévy subordinators

Nonparametric Bayesian inference for Gamma-type Lévy subordinators

30 April 2018

Denis Belomestny

Papers citing "Nonparametric Bayesian inference for Gamma-type Lévy subordinators"

12 / 12 papers shown

Title
Bernstein -- von Mises theorems for statistical inverse problems II: Compound Poisson processes Richard Nickl Jakob Sohl 40 36 0 22 Sep 2017
Efficient nonparametric inference for discretely observed compound Poisson processes Alberto J. Coca 117 21 0 28 Dec 2015
Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions Richard Nickl Jakob Sohl 36 77 0 19 Oct 2015
A non-parametric Bayesian approach to decompounding from high frequency data S. Gugushvili Frank van der Meulen Peter Spreij 28 11 0 12 Jul 2015
Nonparametric estimation of mark's distribution of an exponential Shot-noise process Paul Ilhe Eric Moulines François Roueff Antoine Souloumiac 101 11 0 26 Jun 2015
Nonparametric Bayesian inference for multidimensional compound Poisson processes S. Gugushvili Frank van der Meulen Peter Spreij 44 18 0 24 Dec 2014
Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals Frank van der Meulen Moritz Schauer 38 56 0 18 Jun 2014
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions Frank van der Meulen Harry Van Zanten 45 39 0 31 Jan 2013
Estimation for Lévy processes from high frequency data within a long time interval Fabienne Comte V. Genon‐Catalot 109 70 0 12 May 2011
Nonparametric inference for discretely sampled Lévy processes S. Gugushvili 166 43 0 21 Aug 2009
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 125 53 0 22 Jul 2008
Nonparametric estimation for Lévy processes from low-frequency observations Michael H. Neumann M. Reiß 112 154 0 13 Sep 2007

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