Adaptive estimation of intensity in a doubly stochastic Poisson process (Q6140338)
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scientific article; zbMATH DE number 7782060
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation of intensity in a doubly stochastic Poisson process |
scientific article; zbMATH DE number 7782060 |
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Adaptive estimation of intensity in a doubly stochastic Poisson process (English)
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2 January 2024
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dependence
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doubly stochastic Poisson process
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electricity prices
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local polynomial estimator
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minimax optimality
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nonparametric estimation
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oracle inequality
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semi-martingale
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temperature
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