Combined nonparametric inference and state estimation for mixed poisson processes

DOI10.1007/BF00532797MaRDI QIDQ3673902zbMATH OpenOpenAlexFDO

Authors 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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• Classical limit theorems for measure-valued Markov processes
• Functions of Order Statistics
• Maximum likelihood estimation of a compound Poisson process
• On Some Statistical Methods Connected with the Mixed Poisson Process
• On Symmetrically Distributed Random Measures
• Some nonparametric techniques for estimating the intensity function of a cancer related nonstationary Poisson process
• State estimation for Cox processes on general spaces

Cited in

(4)

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

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