A non-parametric Bayesian approach to decompounding from high frequency data
Crossref DOI link: https://doi.org/10.1007/s11203-016-9153-1
Published Online: 2016-12-16
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Gugushvili, Shota
van der Meulen, Frank
Spreij, Peter
Funding for this research was provided by:
Delft University of Technology
License valid from 2016-12-16