3 citations · 6 across the 14 of their papers we have counts for
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stat.OT2017
Semiparametric estimation in the normal variance-mean mixture model
Denis Belomestny, Vladimir Panov
In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popula…
math.PR2017★ 1 cited
Limit theorems for sums of random variables with mixture distribution
Vladimir Panov
In this paper, we study the fluctuations of sums of random variables with distribution defined as a mixture of light-tail and truncated heavy-tail distributions. We focus on the ca…
stat.ME2017
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…