2 papers
math.ST2012
Nonparametric estimation of a renewal reward process from discrete data
Celine Duval
We study the nonparametric estimation of the jump density of a renewal reward process from one discretely observed sample path over [0,T]. We consider the regime when the sampling…
math.ST2011
Statistical inference across time scales
Céline Duval, Marc Hoffmann
We investigate statistical inference across time scales. We take as toy model the estimation of the intensity of a discretely observed compound Poisson process with symmetric Berno…