scientific article; zbMATH DE number 176271
arithmetic meanasymptotic efficiencyasymptotic minimax boundasymptotic minimax efficiencyasymptotic normalityfinite intensity measuregeneral class of loss functionshomogeneous Poisson point processPoisson point processessequence of i.i.d. Poisson processesshot noise processesuniform consistencyVapnik-Chervonenskis subsets
[For the entire collection see Zbl 0752.00047.] Two different estimation problems for Poisson point processes are discussed. First, a sequence of i.i.d. Poisson processes \(\Phi_ 1,\Phi_ 2,\dots\) on a general measurable space \((X,{\mathcal X})\) is considered which have a finite intensity measure \(\Lambda\). It is shown that the arithmetic mean \(\widehat\Lambda_ n=n^{-1}(\Phi_ 1+\cdots+\Phi_ n)\) is uniformly consistent on some classes of subsets of \(X\) (of Vapnik-Chervonenskis type). The asymptotic minimax efficiency of \(\widehat\Lambda_ n\) in the sense of Le Cam is established for a general class of loss functions. Furthermore, the intensity \(\lambda=\mathbb{E} \Phi([0,1])\) of a homogeneous Poisson point process on the real line (i.e. \(X=\mathbb{R}\)) is estimated on the basis of samples from a certain stochastic process \(\bigl\{X(t)\bigr\}\) with \(X(t)=\int f(t-s) \Phi(ds)\), where the response function \(f\) is unknown. Using a special form of the expectation and covariance function of \(\bigl\{X(t)\bigr\}\), an estimator for \(\lambda\) is constructed which is consistent and asymptotically normal if \(\bigl\{X(t)\bigr\}\) can be sampled on an unboundedly increasing interval.
- Estimation of linear functionals of Poisson processes
- scientific article; zbMATH DE number 30728
- An estimation problem for the intensity density of Poisson processes
- Estimation of the intensity of a Poisson point process by means of nearest neighbor distances
- On minimum distance estimation for spatial Poisson process
- State estimation for Cox processes with unknown probability law
- Estimation of Palm measures of stationary point processes
- Recursive estimation of intensity function of a Poisson random field
- Functional central limit theorems for triangular arrays of function-indexed processes under uniformly integrable entropy conditions
- Nonparametric estimation of regression functions in point process models
- Time series with Poisson point process.
- Estimating the intensity of a random measure by histogram type estimators
- Estimating the intensity of Poisson flows of events by observation of the origins of busy periods
- Large deviation probabilities in estimation of Poisson random measures
- Estimation of linear functionals of Poisson processes
- Minimax boundaries in estimation of the intensity of a three-dimensional Poisson process
- Estimating the edge of a Poisson process by orthogonal series
- On estimation of the intensity function of a point process
- An estimation problem for the intensity density of Poisson processes
- On the classification problem for Poisson point processes
- On estimation of the intensity density function of a Poisson random field outside the observation region
- Stein estimation of the intensity of a spatial homogeneous Poisson point process
- On an estimation problem for type I censored spatial Poisson processes.
- The problem of screening planar random sets
- scientific article; zbMATH DE number 5595965 (Why is no real title available?)
- scientific article; zbMATH DE number 4147315 (Why is no real title available?)
- Poisson Processes With Integrable Density
- Estimation of the intensity of a poisson process
- scientific article; zbMATH DE number 4046923 (Why is no real title available?)
- Poisson point processes with detection and rest
- scientific article; zbMATH DE number 30728 (Why is no real title available?)
- Estimation of the intensity of a Poisson point process by means of nearest neighbor distances
- Differentiablity of point process models and asymptotic efficiency of differentiable functionals
- Bootstrap Confidence Regions for the Intensity of a Poisson Point Process
- Minimax regression estimation for Poisson coprocess
- scientific article; zbMATH DE number 946688 (Why is no real title available?)
- scientific article; zbMATH DE number 756559 (Why is no real title available?)
- A Note on Empirical Process Methods in the Theory of Poisson Point Processes
- Estimation of entropy for Poisson marked point processes
- Summary of Reports Presented at the Seminar on Mathematical Statistics in the Mathematical Institute of the Academy of Sciences of the USSR, 1961
- Strong consistency of estimators for the intensity to a Poisson process marked by a hidden Brownian process
- Optimal estimation of Poisson intensity with partially observed covariates
- Estimation variances for parameterized marked Poisson processes and for parameterized Poisson segment processes.
- Estimation of Poisson Intensity in the Presence of Dead Time
- Uniform laws of large numbers for triangular arrays of function-indexed processes under random entropy conditions
- Estimation of the intensity of non-homogeneous point processes via wavelets
- Poisson hulls
- Optimisation of linear unbiased intensity estimators for point processes
- Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4035378)
