Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Statistical Skorohod embedding problem and its generalizations   Given a L\'evy process $L$, we consider the so-called statistical Skorohod
embedding problem of recovering the distribution of an independent random time
$T$ based on i.i.d. sample from $L_{T}.$ Our approach is based on the genuine
use of the Mellin and Laplace transforms. We propose a consistent estimator for
the density of $T,$ derive its convergence rates and prove their optimality. It
turns out that the convergence rates heavily depend on the decay of the Mellin
transform of $T.$ We also consider the application of our results to the
problem of statistical inference for variance-mean mixture models and for
time-changed L\'evy processes.

37
The categories of this paper are: supr-con
34
The categories of this paper are: chem-ph
33
The categories of this paper are: plasm-ph
15
The categories of this paper are: nucl-ex
36
The categories of this paper are: cmp-lg
25
The categories of this paper are: patt-sol
3
The categories of this paper are: physics
26
The categories of this paper are: bayes-an
8
The categories of this paper are: hep-ex
14
The categories of this paper are: math-ph
22
The categories of this paper are: chao-dyn
30
The categories of this paper are: q-alg
31
The categories of this paper are: ao-sci
20
The categories of this paper are: acc-phys
4
The categories of this paper are: cond-mat
29
The categories of this paper are: funct-an