Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch

DOI10.1137/S0040585X97T990265MaRDI QIDQ3389448zbMATH OpenOpenAlexFDO

Authors Vyacheslav Evgen'evich Mosyagin

Publication date 10 May 2021

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t990265

zbMATH Keywords

exact asymptotics of distribution tailsPoisson process with linear driftrandom process with negative mean drift

Mathematics Subject Classification ID

Sample path properties (60G17) Processes with independent increments; Lévy processes (60G51)

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Cites work

• An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
• An estimate of the rate of convergence of the distribution of the maximum probability process in the nonregular case
• Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density
• Distribution of the time of attaining the maximum for the difference of the two Poisson's processes with negative linear drift
• Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density
• scientific article; zbMATH DE number 3733065 (Why is no real title available?)
• scientific article; zbMATH DE number 50113 (Why is no real title available?)
• scientific article; zbMATH DE number 1840448 (Why is no real title available?)
• Local properties of the limiting distribution of the statistical estimator for jump point of a density
• On estimation of parameters in the case of discontinuous densities

Cited in

(5)

• Distribution of the time of attaining the maximum for the difference of the two Poisson's processes with negative linear drift
• On estimation errors in optical communication and location
• Exact asymptotics for the distribution of the time of attaining the maximum for a trajectory of a compound Poisson process with linear drift
• Poisson process with linear drift and related function series
• Joint distribution of the supremum and the moment of its attainment by a Poisson process with linear drift

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