Estimation of linear functionals of Poisson processes

DOI10.1016/S0167-7152(98)80001-1zbMATH Open0980.62075MaRDI QIDQ1807918FDOQ1807918

Authors: Yu. A. Kutoyants, Friedrich Liese 

Publication date: 6 March 2002

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

Recommendations

• scientific article; zbMATH DE number 176271
• Estimation of nonlinear functionals revisited
• Estimating the edge of a Poisson process by orthogonal series

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)

Cites Work

• Title not available (Why is that?)
• Asymptotics in statistics: some basic concepts
• Statistical inference for spatial Poisson processes
• Normal convergence of multidimensional shot noise and rates of this convergence
• Title not available (Why is that?)
• On Discontinuous Martingales
• Central limit theorems for point processes
• Normal and poisson approximation of infinitely divisible distribution functions
• Asymptotic Properties of Estimators for the Parameters of Spatial Inhomogeneous Poisson Point Processes
• Title not available (Why is that?)

Cited In (13)

• Estimation of a regression function on a Poisson process
• Title not available (Why is that?)
• Bayesian Estimation for Linear Functions of Poisson Rates
• Maximum likelihood estimation of liner signal parameters for Poisson processes
• Differentiablity of point process models and asymptotic efficiency of differentiable functionals
• Estimating the edge of a Poisson process by orthogonal series
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis
• Estimating linear functionals of a sparse family of Poisson means
• Poisson hulls
• Title not available (Why is that?)
• Estimating linear functionals in Poisson mixture models
• ESTIMATION OF THE PARAMETER OF A POISSON DISTRIBUTION USING A LINEX LOSS FUNCTION
• Asymptotic Optimal Estimation of Poisson Mean Under LINEX Loss Function

This page was built for publication: Estimation of linear functionals of Poisson processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1807918)