Estimation of the Jump Size Density in a Mixed Compound...

Estimation of the Jump Size Density in a Mixed Compound Poisson Process

Comte, Fabienne, Duval, Celine, Genon-Catalot, Valentine, Kappus, Johanna
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Volume:
42
Language:
english
Journal:
Scandinavian Journal of Statistics
DOI:
10.1111/sjos.12149
Date:
December, 2015
File:
PDF, 3.33 MB
english, 2015
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