Pages that link to "Item:Q1434004"
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The following pages link to Decompounding: an estimation problem for Poisson random sums. (Q1434004):
Displaying 39 items.
- Nonparametric Bayesian inference for multidimensional compound Poisson processes (Q340753) (← links)
- Nonparametric estimation of a renewal reward process from discrete data (Q359390) (← links)
- Probabilistic sampling of finite renewal processes (Q654409) (← links)
- Efficient nonparametric inference for discretely observed compound Poisson processes (Q681527) (← links)
- Nonparametric adaptive estimation for grouped data (Q729714) (← links)
- Nonparametric inference from the M/G/1 workload (Q850769) (← links)
- Information bounds for inverse problems with application to deconvolution and Lévy models (Q902884) (← links)
- Decompounding random sums: a nonparametric approach (Q907021) (← links)
- Inference for the limiting cluster size distribution of extreme values (Q1002158) (← links)
- Compound processes as models for clumped parasite data (Q1042735) (← links)
- Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856) (← links)
- A non-parametric Bayesian approach to decompounding from high frequency data (Q1744221) (← links)
- A Donsker theorem for Lévy measures (Q1762342) (← links)
- Statistical inference across time scales (Q1952257) (← links)
- Spectral-free estimation of Lévy densities in high-frequency regime (Q1983628) (← links)
- Approximate Bayesian computations to fit and compare insurance loss models (Q2234770) (← links)
- Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations (Q2316609) (← links)
- Estimating the input of a Lévy-driven queue by Poisson sampling of the workload process (Q2325391) (← links)
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding (Q2326063) (← links)
- Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes (Q2326066) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- Weighted empirical processes in the nonparametric inference for Lévy processes (Q2439206) (← links)
- Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
- Testing the characteristics of a Lévy process (Q2447654) (← links)
- A note on recovering the distributions from exponential moments (Q2453250) (← links)
- A kernel type nonparametric density estimator for decompounding (Q2469647) (← links)
- Notes on discrete compound Poisson model with applications to risk theory (Q2514632) (← links)
- Nonparametric estimation for derivatives of compound distribution (Q2515847) (← links)
- Decompounding Poisson random sums: recursively truncated estimates in the discrete case (Q2581125) (← links)
- Characterizations of discrete compound Poisson distributions (Q2832669) (← links)
- Mixed Poisson Distributions (Q3421322) (← links)
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662) (← links)
- Some estimation problems for the compound Poisson distribution (Q3736718) (← links)
- Some characterizations and properties of COM-Poisson random variables (Q5078442) (← links)
- Nonparametric estimation in random sum models (Q5148446) (← links)
- A note on a fixed-point method for deconvolution (Q5280366) (← links)
- Nonparametric low-frequency Lévy copula estimation in a general framework (Q5375946) (← links)
- Matchmaking and Testing for Exponentiality in the M/G/∞ Queue (Q5391087) (← links)
- Nonparametric statistical inference for compound models (Q6622122) (← links)
