An Estimation Problem with Poisson Processes
β Scribed by Gelfand, Alan E.
- Book ID
- 115209352
- Publisher
- Wiley (Blackwell Publishing)
- Year
- 1981
- Tongue
- English
- Weight
- 286 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0004-9581
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
For i.i.d. Poisson point processes with intensity measure A an estimator for 0f(A)=f f dA is introduced. Consistency as well as rates for the convergence are established. An Edgeworth-type expansion for the distribution function is obtained. The estimator is asymptotically efficient in the sense of
Consider an inhomogeneous Poisson process X on [0; T ] whose unknown intensity function 'switches' from a lower function g \* to an upper function h \* at some unknown point # \* . Here, # \* is a random variable. What is known are continuous bounding functions g and h such that g \* (t) 6 g(t) Β‘ h(