Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Efficient nonparametric inference for discretely observed compound
  Poisson processes   A compound Poisson process whose parameters are all unknown is observed at
finitely many equispaced times. Nonparametric estimators of the jump and L\'evy
distributions are proposed and functional central limit theorems using the
uniform norm are proved for both under mild conditions. The limiting Gaussian
processes are identified and efficiency of the estimators is established.
Kernel estimators for the mass function, the intensity and the drift are also
proposed, their asymptotic properties including efficiency are analysed, and
joint asymptotic normality is shown. Inference tools such as confidence regions
and tests are briefly discussed.

24
The categories of this paper are: dg-ga
14
The categories of this paper are: math-ph
33
The categories of this paper are: plasm-ph
1
The categories of this paper are: cs
10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an
11
The categories of this paper are: hep-lat
0
The categories of this paper are: hep-ph
23
The categories of this paper are: solv-int
15
The categories of this paper are: nucl-ex
13
The categories of this paper are: quant-ph
22
The categories of this paper are: chao-dyn
8
The categories of this paper are: hep-ex
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
20
The categories of this paper are: acc-phys