On least absolute value estimators for Poisson processes

DOI10.1080/03610920903094709MaRDI QIDQ2786252zbMATH OpenOpenAlexFDO

Authors Farinetto Christian

Publication date 21 September 2010

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903094709

zbMATH Keywords

inhomogeneous Poisson processesleast absolute value estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

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Cites work

• An introduction to the theory of point processes
• Communication under the Poisson regime
• On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process
• Statistical inference for spatial Poisson processes
• The minimum distance method of testing

Cited in

(5)

• Method of moments estimators and multi-step MLE for Poisson processes
• On minimumL^p-distance estimation for inhomogeneous Poisson processes
• scientific article; zbMATH DE number 1536273 (Why is no real title available?)
• Least squares estimation of nonhomogeneous poisson processes
• Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes

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