Nonparametric estimation in random sum models

DOI10.6092/issn.1973-2201/3549zbMath1453.62429OpenAlexW1887160307MaRDI QIDQ5148446

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Publication date: 4 February 2021

Full work available at URL: https://econpapers.repec.org/article/botrivsta/v_3a69_3ay_3a2009_3ai_3a1_3ap_3a73-88.htm

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Cites Work

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• Zero truncated Poisson integer-valued AR\((1)\) model
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• A new geometric first-order integer-valued autoregressive (NGINAR(1)) process
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• Decompounding Poisson random sums: recursively truncated estimates in the discrete case
• COMPOUND RANDOM VARIABLES
• Combinatorial Methods in Discrete Distributions
• Operational Risk
• Elements of Distribution Theory

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