Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme

27 March 2018

Papers citing "Adaptive nonparametric estimation for compound Poisson processes robust to the discrete-observation scheme"

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Title
Statistical inference for time-changed Lévy processes via composite characteristic function estimation Denis Belomestny 64 49 0 01 Mar 2010
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process S. Gugushvili 94 53 0 22 Jul 2008