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Nonparametric estimation of Mark's distribution of an exponential shot-noise process - MaRDI portal

Nonparametric estimation of Mark's distribution of an exponential shot-noise process (Q906306)

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Nonparametric estimation of Mark's distribution of an exponential shot-noise process
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    Nonparametric estimation of Mark's distribution of an exponential shot-noise process (English)
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    21 January 2016
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    shot-noise
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    Lévy-driven Ornstein-Uhlenbeck process
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    nonparametric estimation
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    Markov process
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    empirical processes
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    \(\beta\)-mixing
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