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Mean squared errors of estimators of the intensity function of a nonhomogeneous Poisson process

✍ Scribed by Steven E. Rigdon; Asit P. Basu

Publisher: Elsevier Science
Year: 1989
Tongue: English
Weight: 324 KB
Volume: 8
Category: Article
ISSN: 0167-7152
DOI: 10.1016/0167-7152(89)90025-4

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## Abstract In this paper we deal with the prediction theory of long‐memory time series. The purpose is to derive a general theory of the convergence of moments of the nonlinear least squares estimator so as to evaluate the asymptotic prediction mean squared error (PMSE). The asymptotic PMSE of two