SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Efficient nonparametric inference for discretely observed compound Poisson processes · Study

ArticleShelves

ArticleEfficient nonparametric inference for discretely observed compound Poisson processes

Alberto J. Coca2017

OA

Articlegreen2017

Efficient nonparametric inference for discretely observed compound Poisson processes

Alberto J. Coca

16 citations·0/0 files stored·Probability Theory and Related Fields

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Point processes and geometric inequalities

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 16 citations exist upstream.

References

2004Non-parametric calibration of jump–diffusion option pricing models 2009Nonparametric estimation for Lévy processes from low-frequency observations 2006Spectral calibration of exponential Lévy models 2003Decompounding: an estimation problem for Poisson random sums 2002Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach 2009Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process 2013Density estimation for compound Poisson processes from discrete data 2012Nonparametric inference for discretely sampled Lévy processes

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Testing the characteristics of a Lévy processarticle · 5 shared references 2012Nonparametric inference for discretely sampled Lévy processesarticle · 4 shared references 2015High-frequency Donsker theorems for Lévy measuresarticle · 4 shared references 2009Spectral estimation of the fractional order of a Lévy processarticle · 3 shared references 2009Nonparametric estimation of the characteristic triplet of a discretely observed Lévy processarticle · 3 shared references 2014Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observationarticle · 3 shared references

Details

Year2017

Typearticle

Published2017-03-16

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations16

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s00440-017-0761-5

openalex_workW2199664410

Links

Imported from OpenAlex (CC0) — nothing here is generated.