Nonparametric inference for partially observed Levy processes

Authors	S. Gugushvili
Supervisors	C.A.J. Klaassen
Cosupervisors	A.J. van Es P.J.C. Spreij
Award date	29-02-2008
Publisher	Thomas Stieltjes Institute
Organisations	Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Document type	PhD thesis
Note	Research conducted at: Universiteit van Amsterdam
Language	English
Downloads	Thesis Cover Titlepage Preface Contents List of figures List of tables 1 Introduction 2 Decompounding 3 Deconvolution for an atomic distribution 4 Decompounding under Gaussian noise Bibliography Index Nederlandse samenvatting English summary
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