Nonparametric estimation of a renewal reward process from discrete data

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Dewey
Probabilités et mathématiques appliquéesSujet
wavelet density estimation; discretely observed random process; compound Poisson process; continuous time random walk; renewal reward processJournal issue
Mathematical Methods of Statistics;1066-5307Volume
22Number
1Publication date
01-2013Article pages
28–56Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Duval, Céline
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]