Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2019
ISSN: 1935-7524
DOI: 10.1214/19-ejs1584