Convergence rates for the minimum complexity estimator of counting process intensities∗

DOI10.1080/10485250008832825MaRDI QIDQ4512743zbMATH OpenOpenAlexFDO

Authors Gerard Gregoire, Jocelyn Nembé

Publication date 29 March 2001

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485250008832825

zbMATH Keywords

Aalen modelcensoringcounting processeshazard rate modelsintensity functionminimum complexity estimationShannon code

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes (62M99)

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Cites work

• A formal theory of inductive inference. Part II
• A universal prior for integers and estimation by minimum description length
• Density estimation by stochastic complexity
• Estimation des densit�s: risque minimax
• Estimation for a semimartingale regression model using the method of sieves
• Maximum likelihood estimation in the multiplicative intensity model via sieves
• Minimum complexity density estimation
• Modeling by shortest data description
• On the Length of Programs for Computing Finite Binary Sequences
• PIECEWISE-POLYNOMIAL APPROXIMATIONS OF FUNCTIONS OF THE CLASSES $ W_{p}^{\alpha}$
• Smoothing counting process intensities by means of kernel functions
• Wavelet Methods for Curve Estimation

Cited in

(4)

• Estimating the intensity of a random measure by histogram type estimators
• Posterior concentration rates for counting processes with Aalen multiplicative intensities
• Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
• Concentration inequalities for Poisson point processes with application to adaptive intensity estimation

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