Large deviation probabilities in estimation of Poisson random measures

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

Huyên Pham, Danielle Florens

Publication date: 18 November 1999

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

zbMATH Keywords

large deviations; maximum likelihood estimator; Poisson random measures

Mathematics Subject Classification ID

60F10: Large deviations

Related Items

Large deviation principle in nonparametric estimation of marked point processes, Large deviations for Poisson random measures and processes with independent increments

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