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

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-9469|42|4|1023-1044

ISSN: 0303-6898

Source: SCANDINAVIAN JOURNAL OF STATISTICS, Vol.42, Iss.4, 2015-12, pp. : 1023-1044

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Abstract