Nonparametric Bayesian inference for multidimensional compound Poisson processes

DOI10.15559/15-VMSTA20zbMath1349.62115arXiv1412.7739MaRDI QIDQ340753

Peter Spreij, Shota Gugushvili, Frank H. van der Meulen

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.7739

zbMATH Keywords

posterior contraction ratedecompoundingmultidimensional compound Poisson processnonparametric Bayesian estimation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inference from spatial processes (62M30) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

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