Nonparametric estimation of Mark's distribution of an exponential shot-noise process
DOI10.1214/15-EJS1103zbMath1334.62050arXiv1506.08047OpenAlexW2963934084MaRDI QIDQ906306
Eric Moulines, François Roueff, Antoine Souloumiac, Paul Ilhe
Publication date: 21 January 2016
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.08047
\(\beta\)-mixingMarkov processempirical processesnonparametric estimationshot-noiseLévy-driven Ornstein-Uhlenbeck process
Density estimation (62G07) Stationary stochastic processes (60G10) Markov processes: estimation; hidden Markov models (62M05) Inverse problems for integral equations (45Q05)
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