✦ LIBER ✦

Estimation of linear functionals of Poisson processes

✍ Scribed by Yu.A. Kutoyants; F. Liese

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 455 KB
Volume: 40
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(98)80001-1

No coin nor oath required. For personal study only.

✦ Synopsis

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 LAN-theory.

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