Combined nonparametric inference and state estimation for mixed poisson processes

DOI10.1007/BF00532797zbMATH Open0523.62075OpenAlexW2142673466MaRDI QIDQ3673902FDOQ3673902

Alan F. Karr

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1007/bf00532797

zbMATH Keywords

Laplace transformasymptotic normalityconsistencystate estimationdoubly stochastic Poisson processmixed Poisson processCox processdirecting measure

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Non-Markovian processes: estimation (62M09) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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• State estimation for Cox processes on general spaces
• On Some Statistical Methods Connected with the Mixed Poisson Process

Cited In (4)

• Gaussian random measures
• Adaptive Laguerre density estimation for mixed Poisson models
• Inference for thinned point processes, with application to Cox processes
• State estimation for Cox processes with unknown probability law

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