Efficient nonparametric inference for discretely observed compound Poisson processes
نویسندگان
چکیده
منابع مشابه
Consistent nonparametric Bayesian inference for discretely observed scalar diffusions
FRANK VAN DER MEULEN1 and HARRY VAN ZANTEN2 1Delft Institute of Applied Mathematics (DIAM), Faculty of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology, Mekelweg 4, 2628 CD Delft, The Netherlands. E-mail: [email protected] 2Department of Mathematics, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands. E-mail: j....
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ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2017
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-017-0761-5