Alexey Lindo, Sergei Zuyev, Serik Sagitov. Nonparametric estimation for compound Poisson process via variational analysis on measures. Statistics and Computing, 28(3):563-577, 2018. [doi]
@article{LindoZS18, title = {Nonparametric estimation for compound Poisson process via variational analysis on measures}, author = {Alexey Lindo and Sergei Zuyev and Serik Sagitov}, year = {2018}, doi = {10.1007/s11222-017-9748-4}, url = {https://doi.org/10.1007/s11222-017-9748-4}, researchr = {https://researchr.org/publication/LindoZS18}, cites = {0}, citedby = {0}, journal = {Statistics and Computing}, volume = {28}, number = {3}, pages = {563-577}, }