�tude de la vraisemblance d'un processus de Gauss-Poisson et deux applications

DOI10.1007/BF00534949MaRDI QIDQ3308790zbMATH OpenOpenAlexFDO

Authors

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00534949

zbMATH Keywords

Gauss-Poisson processesmethod of perturbation of Poisson processesspeed of convergence

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09)

Cites work

• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
• Estimation des densit�s: risque minimax
• Further results for Gauss-Poisson processes
• scientific article; zbMATH DE number 3744227 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Testing the hypothesis that a point is Poisson
• Upper bound of the speed of convergence of moment density estimators for stationary point processes

Cited in

(1)

• Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\)

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