Stein estimation of Poisson process intensities
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Cites work
- A calculus on Fock space and its probabilistic interpretations
- Chaotic and variational calculus in discrete and continuous time for the poisson process
- Estimation of the mean of a multivariate normal distribution
- scientific article; zbMATH DE number 3642554 (Why is no real title available?)
- scientific article; zbMATH DE number 797357 (Why is no real title available?)
- scientific article; zbMATH DE number 847813 (Why is no real title available?)
- Integration by parts for Poisson processes
- On Extended Stochastic Intervals
- Statistical inference for spatial Poisson processes
- Stein estimation for infinitely divisible laws
- Stein's method, Palm theory and Poisson process approximation.
- Superefficient drift estimation on the Wiener space
Cited in
(8)- Estimating Stein's constants for compound Poisson approximation
- Intensity estimation of non-homogeneous Poisson processes from shifted trajectories
- Statistical inference and Malliavin calculus
- Stein estimation of the intensity of a spatial homogeneous Poisson point process
- Efficient and superefficient estimators of filtered Poisson process intensities
- Estimating intensity functions of spatial inhomogeneous Poisson point processes via a Stein estimator
- Functional Cramér-Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes
- Drift estimation with non-Gaussian noise using Malliavin calculus
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