Adaptive estimation of the intensity of inhomogeneous Poisson processes via concentration inequalities

DOI10.1007/s00440-003-0259-1zbMath1019.62079MaRDI QIDQ1400838

Patricia Reynaud-Bouret

Publication date: 14 August 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0259-1

Mathematics Subject Classification ID

62G07: Density estimation

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

62E15: Exact distribution theory in statistics

62M05: Markov processes: estimation; hidden Markov models

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