Large deviation probabilities in estimation of Poisson random measures

DOI10.1016/S0304-4149(98)00005-2zbMath0934.60021MaRDI QIDQ1805780

Danielle Florens, Huyên Pham

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

large deviationsmaximum likelihood estimatorPoisson random measures

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (7)

Large deviations for Poisson random measures and processes with independent increments ⋮ Functional large deviations for Cox processes and \(Cox / G / \infty\) queues, with a biological application ⋮ Large deviations for estimators of the parameters of a neuronal response latency model ⋮ Large deviations for Lévy diffusions in the small noise regime ⋮ The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps ⋮ Large deviation principle in nonparametric estimation of marked point processes ⋮ Large deviation principle for a mixed fractional and jump diffusion process

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