A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes.

DOI10.1016/S0167-7152(02)00269-9zbMath1092.62576OpenAlexW1980630265MaRDI QIDQ1871335

Zbigniew Szkutnik

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00269-9

zbMATH Keywords

Poisson processDiscretizationIntensity functionUnfoldingQuasi-maximum likelihood

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Numerical solution to inverse problems in abstract spaces (65J22)

Related Items

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

Cites Work

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• Computation of the singular value expansion
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