Decompounding: An estimation problem for Poisson random sums

Annals of Statistics

Volumn 31, Issue 4, 2003, Pages 1054-1074

  Buchmann, Boris ^a   Grübel, Rudolf ^b  

^a TECHNICAL UNIVERSITY OF MUNICH   (Germany)

^b LEIBNIZ UNIVERSITY HANNOVER   (Germany)

Author keywords

Asymptotic normality; Compound distributions; Delta method; Plug in principle; Queues with bulk arrival; Risk theory

Indexed keywords

EID: 0141462756     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1059655905     Document Type: Article

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