Inference for random sampling processes

DOI10.1016/0304-4149(89)90057-4MaRDI QIDQ1823601zbMATH OpenOpenAlexFDO

Authors Ludger Rüschendorf

Publication date 1989

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

Full work available at URL https://doi.org/10.1016/0304-4149(89)90057-4

zbMATH Keywords

completenessCox processeshypotheses testsintensity parameternonhomogeneous Poisson processesoptimal estimatorsoptimal testspartial sufficiencyrandom sampling processessufficiency

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Sufficient statistics and fields (62B05) Sequential statistical analysis (62L10) Inference from stochastic processes (62M99)

Review text

Results of sequential analysis are extended to the set of point processes with a random number of summands independent of the sequence of summands, here called random sampling processes. The extension of sufficiency and completeness properties is used to obtain optimal estimators and hypotheses tests for the process parameters. The main results are based on the process parameters and on the proof that the total number of points is partially sufficient for the intensity parameter.

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Cites work

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Cited in

(12)

• Random sampling in estimation problems for continuous Gaussian processes with independent increments
• Optimum statistical inference from randomly stopped random processes
• A remark on the spectral domain of nonstationary processes
• Sampling designs for estimation of a random process
• On some statistical models with a random number of observations
• Inference in stochastic processes
• scientific article; zbMATH DE number 4020196 (Why is no real title available?)
• BERNOULLI SAMPLING
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• Differentiablity of point process models and asymptotic efficiency of differentiable functionals
• Statistical Inference Based on Randomly Generated Auxiliary Variables

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