3 citations · 6 across the 14 of their papers we have counts for
4 papers · 1 filter
Statistical inference based on band-limited kernels: Rational-infinitely divisible distributions and beyond
Vladimir Panov, Anton Ryabchenko
This paper investigates the problem of statistical inference for a mixture distribution consisting of a discrete and a continuous component, with a particular focus on the class of…
Statistical Inference for Scale Mixture Models via Mellin Transform Approach
Denis Belomestny, Ekaterina Morozova, Vladimir Panov
This paper deals with statistical inference for the scale mixture models. We study an estimation approach based on the Mellin -- Stieltjes transform that can be applied to both dis…
Statistical inference for moving-average Lévy-driven processes: Fourier-based approach
Denis Belomestny, Tatiana Orlova, Vladimir Panov
We consider a new method of the semiparametric statistical estimation for the continuous-time moving average Lévy processes. We derive the convergence rates of the proposed estimat…
Statistical inference for generalized Ornstein-Uhlenbeck processes
Denis Belomestny, Vladimir Panov
In this paper, we consider the problem of statistical inference for generalized Ornstein-Uhlenbeck processes of the type \[ X_{t} = e^{-ξ_{t}} \left( X_{0} + \int_{0}^{t} e^{ξ_{u-}…