Estimation of linear functionals of Pois
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Yu.A. Kutoyants; F. Liese
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Article
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1998
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Elsevier Science
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English
โ 455 KB
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