๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On Estimating the Cumulant Generating Function of Linear Processes

โœ Scribed by Sucharita Ghosh; Jan Beran


Publisher
Springer Japan
Year
2006
Tongue
English
Weight
199 KB
Volume
58
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Estimation of linear functionals of Pois
โœ Yu.A. Kutoyants; F. Liese ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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