B-splines and discretization in an inverse problem for Poisson processes

DOI10.1016/j.jmva.2004.01.008zbMath1087.62094OpenAlexW2012056095MaRDI QIDQ707407

Zbigniew Szkutnik

Publication date: 9 February 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.01.008

zbMATH Keywords

Poisson processDiscretizationB-spline sievesIntensity functionQuasi-maximum likelihood estimatorsUnfolding

Mathematics Subject Classification ID

Numerical computation using splines (65D07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Monte Carlo methods (65C05) Numerical solutions to equations with linear operators (65J10)

Related Items (3)

Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative ⋮ A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression ⋮ Towards adaptivity via a new discrepancy principle for Poisson inverse problems

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