Minimax boundaries in estimation of the intensity of a three-dimensional Poisson process

zbMath0817.62071MaRDI QIDQ1842706

I. Liese, Yury A. Kutoyants

Publication date: 8 May 1995

Published in: Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences (Search for Journal in Brave)

zbMATH Keywords

functional limit theoreminhomogeneous Poisson processintensityasymptotic expansion of the riskasymptotic minimax boundaryGaussian experimentLe Cam-Millar theorem

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Markov processes: estimation; hidden Markov models (62M05) Functional limit theorems; invariance principles (60F17)

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