Decompounding discrete distributions: A non-parametric Bayesian approach

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Decompounding discrete distributions: A non-parametric Bayesian approach

26 March 2019

Frank van der Meulen

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Papers citing "Decompounding discrete distributions: A non-parametric Bayesian approach"

13 / 13 papers shown

Title
Nonparametric Bayesian inference for Gamma-type Lévy subordinators Denis Belomestny S. Gugushvili Moritz Schauer Peter Spreij 48 10 0 30 Apr 2018
Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme Alberto J. Coca 38 8 0 27 Mar 2018
Contributed Discussion to Uncertainty Quantification for the Horseshoe by Stéphanie van der Pas, Botond Szabó and Aad van der Vaart W. Yoo 25 3 0 16 Oct 2017
Bernstein -- von Mises theorems for statistical inverse problems II: Compound Poisson processes Richard Nickl Jakob Sohl 47 36 0 22 Sep 2017
Efficient nonparametric inference for discretely observed compound Poisson processes Alberto J. Coca 146 21 0 28 Dec 2015
A non-parametric Bayesian approach to decompounding from high frequency data S. Gugushvili Frank van der Meulen Peter Spreij 46 11 0 12 Jul 2015
Nonparametric Bayesian inference for multidimensional compound Poisson processes S. Gugushvili Frank van der Meulen Peter Spreij 77 18 0 24 Dec 2014
Adaptive nonparametric estimation for Lévy processes observed at low frequency Johanna Kappus 93 37 0 29 Aug 2013
Information bounds for inverse problems with application to deconvolution and Lévy models Mathias Trabs 98 8 0 24 Jul 2013
Statistical inference across time scales Céline Duval M. Hoffmann 112 12 0 06 Jun 2011
Estimation for Lévy processes from high frequency data within a long time interval Fabienne Comte V. Genon‐Catalot 139 70 0 12 May 2011
Nonparametric estimation for Lévy processes from low-frequency observations Michael H. Neumann M. Reiß 130 154 0 13 Sep 2007
Posterior convergence rates of Dirichlet mixtures at smooth densities S. Ghosal A. van der Vaart 320 232 0 14 Aug 2007