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A non-parametric Bayesian approach to decompounding from high frequency data
12 July 2015
S. Gugushvili
Frank van der Meulen
Peter Spreij
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Papers citing
"A non-parametric Bayesian approach to decompounding from high frequency data"
6 / 6 papers shown
Gibbs posterior inference on a Levy density under discrete sampling
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Decompounding discrete distributions: A non-parametric Bayesian approach
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26 Mar 2019
Nonparametric Bayesian inference for Gamma-type Lévy subordinators
Denis Belomestny
S. Gugushvili
Moritz Schauer
Peter Spreij
301
10
0
30 Apr 2018
Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme
Alberto J. Coca
238
8
0
27 Mar 2018
An Inverse Problem for Infinitely Divisible Moving Average Random Fields
Wolfgang Karcher
Stefan Roth
E. Spodarev
Corinna Walk
305
5
0
26 May 2017
Efficient nonparametric inference for discretely observed compound Poisson processes
Alberto J. Coca
597
21
0
28 Dec 2015
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