Combined nonparametric inference and state estimation for mixed poisson processes
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Publication:3673902
DOI10.1007/BF00532797zbMath0523.62075MaRDI QIDQ3673902
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
Laplace transform; consistency; asymptotic normality; state estimation; Cox process; doubly stochastic Poisson process; mixed Poisson process; directing measure
62M20: Inference from stochastic processes and prediction
62G05: Nonparametric estimation
62M09: Non-Markovian processes: estimation
93E10: Estimation and detection in stochastic control theory
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
State estimation for Cox processes with unknown probability law, Inference for thinned point processes, with application to Cox processes, Gaussian random measures, Adaptive Laguerre density estimation for mixed Poisson models
Cites Work
- State estimation for Cox processes on general spaces
- Some nonparametric techniques for estimating the intensity function of a cancer related nonstationary Poisson process
- Maximum likelihood estimation of a compound Poisson process
- Classical limit theorems for measure-valued Markov processes
- On Some Statistical Methods Connected with the Mixed Poisson Process
- On Symmetrically Distributed Random Measures
- Functions of Order Statistics
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