12 citations · 18 across the 12 of their papers we have counts for
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math.ST2015
Nonparametric estimation of infinitely divisible distributions based on variational analysis on measures
Alexey Lindo, Sergei Zuyev, Serik Sagitov
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equ…
math.PR2015
Branching-stable point processes
Giacomo Zanella, Sergei Zuyev
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by corresponds to letting such a co…