Probability density functions of the empirical wavelet coefficients of a wavelet estimator of multidimensional Poisson intensities

zbMath1310.62106MaRDI QIDQ2342410

José Carlos Simon de Miranda

Publication date: 28 April 2015

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.redeabe.org.br/bjpspublishedpapers_volume22_2.htm

zbMATH Keywords

characteristic functionprobability density functionPoisson processwavelet coefficientintensity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Characteristic functions; other transforms (60E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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