Estimation of linear functionals of Poisson processes

DOI10.1016/S0167-7152(98)80001-1MaRDI QIDQ1807918zbMATHFDO

Authors Yu. A. Kutoyants, Friedrich Liese

Publication date 6 March 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Edgeworth expansionefficient estimatorPoisson point processesintensity measure

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 3971896 (Why is no real title available?)
• scientific article; zbMATH DE number 3452922 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes
• Asymptotics in statistics: some basic concepts
• Central limit theorems for point processes
• Normal and poisson approximation of infinitely divisible distribution functions
• Normal convergence of multidimensional shot noise and rates of this convergence
• On Discontinuous Martingales
• Statistical inference for spatial Poisson processes

Cited in

(13)

• Maximum likelihood estimation of liner signal parameters for Poisson processes
• Poisson hulls
• Estimating linear functionals of a sparse family of Poisson means
• scientific article; zbMATH DE number 176271 (Why is no real title available?)
• Estimating the edge of a Poisson process by orthogonal series
• scientific article; zbMATH DE number 3967735 (Why is no real title available?)
• Asymptotic Optimal Estimation of Poisson Mean Under LINEX Loss Function
• Differentiablity of point process models and asymptotic efficiency of differentiable functionals
• Bayesian Estimation for Linear Functions of Poisson Rates
• Estimating linear functionals in Poisson mixture models
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• Estimation of a regression function on a Poisson process
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis

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