B-splines and discretization in an inverse problem for Poisson processes

DOI10.1016/J.JMVA.2004.01.008zbMATH Open1087.62094OpenAlexW2012056095MaRDI QIDQ707407FDOQ707407

Authors: Zbigniew Szkutnik 

Publication date: 9 February 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.01.008

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zbMATH Keywords

Poisson processB-spline sievesDiscretizationIntensity functionQuasi-maximum likelihood estimatorsUnfolding

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05) Non-Markovian processes: estimation (62M09) Numerical computation using splines (65D07) Numerical solutions to equations with linear operators (65J10)

Cites Work

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Cited In (8)

• A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression
• A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes.
• Adaptive minimax estimation of service time distribution in the \(M_t/G/\infty\) queue from departure data
• Towards adaptivity via a new discrepancy principle for Poisson inverse problems
• Weighted discrepancy principle and optimal adaptivity in Poisson inverse problems
• Unfolding intensity function of a Poisson process in models with approximately specified folding operator.
• Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative
• Doubly Smoothed EM Algorithm for Statistical Inverse Problems

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