Recursive estimation of intensity function of a Poisson random field

DOI10.1016/0378-3758(92)90064-YzbMath0770.62084OpenAlexW1982633941MaRDI QIDQ1205453

Roman Różański

Publication date: 1 April 1993

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(92)90064-y

zbMATH Keywords

asymptotic normalitystopping rulestrong consistencyasymptotic unbiasednessPoisson random fieldintegrated squared errorrecursive kernel estimatorAnscombe's conditionasymptotic sequential boundsasymptotic sequential fixed-width confidence intervalRamlau-Hansen kernel intensity estimatorunknown intensity function

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Density estimation (62G07) Non-Markovian processes: estimation (62M09) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Cites Work

• Smoothing counting process intensities by means of kernel functions
• Stochastic integrals in the plane
• On the invariance principle for nonstationary mixingales
• A global stopping rule for recursive density estimators
• The choice of a kernel function in the graduation of counting process intensities
• A limit theorem for spatial point processes
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Equivalence of Smoothing Parameter Selectors in Density and Intensity Estimation
• On sequential density estimation
• On the rate of convergence of an estimate of a functional of a probability density
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Martingale Central Limit Theorems
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