Nonparametric estimation for compound Poisson process via variational analysis on measures (Q1703856)

From MaRDI portal





scientific article; zbMATH DE number 6847973
Language Label Description Also known as
English
Nonparametric estimation for compound Poisson process via variational analysis on measures
scientific article; zbMATH DE number 6847973

    Statements

    Nonparametric estimation for compound Poisson process via variational analysis on measures (English)
    0 references
    0 references
    0 references
    0 references
    7 March 2018
    0 references
    compound Poisson distribution
    0 references
    decompounding
    0 references
    measure optimisation
    0 references
    gradient methods
    0 references
    steepest descent algorithms
    0 references
    0 references
    0 references

    Identifiers