Vitesse de convergence des estimateurs a noyau pour l'intensite d'un processus ponctuel

DOI10.1080/02331888608801977zbMath0616.62049OpenAlexW1992167301MaRDI QIDQ4725507

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Publication date: 1986

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888608801977

zbMATH Keywords

rate of convergenceasymptotic behaviourupper and lower boundspoint processkernel estimatorintensityminimax risks

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) (L^p)-limit theorems (60F25)

Related Items (3)

Empirical Likelihood Inference for the Cox Model with Time‐dependent Coefficients via Local Partial Likelihood ⋮ Nonparametric estimation in change point hazard rate models for censored data: A counting process approach ⋮ Consistent estimation of the intensity function of a cyclic Poisson process.

Cites Work

• The estimation of the hazard function from randomly censored data by the kernel method
• Smoothing counting process intensities by means of kernel functions
• Nonparametric inference for a family of counting processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
• Developments in Nonparametric Density Estimation
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• Curve Estimates

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