JOURNAL ARTICLE

Efficient nonparametric inference for discretely observed compound Poisson processes

Alberto J. Coca

Year: 2017 Journal:   Probability Theory and Related Fields Vol: 170 (1-2)Pages: 475-523   Publisher: Springer Science+Business Media
Keywords:
Estimator Nonparametric statistics Mathematics Inference Asymptotic distribution Poisson distribution Applied mathematics Compound Poisson process Limit (mathematics) Jump Central limit theorem Gaussian Gaussian process Kernel (algebra) Kernel density estimation Statistics Poisson process Computer science Mathematical analysis Combinatorics Artificial intelligence

Metrics

15
Cited By
3.16
FWCI (Field Weighted Citation Impact)
52
Refs
0.91
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Statistical Methods and Inference
Physical Sciences →  Mathematics →  Statistics and Probability
Bayesian Methods and Mixture Models
Physical Sciences →  Computer Science →  Artificial Intelligence
Statistical Methods and Bayesian Inference
Physical Sciences →  Mathematics →  Statistics and Probability

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