Nonparametric inference for a doubly stochastic Poisson process

DOI10.1016/0304-4149(93)90079-JzbMath0782.62050MaRDI QIDQ2366192

Klaus J. Utikal

Publication date: 29 June 1993

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

weak convergenceGaussian processSkorokhod topologylocal martingaleconfidence bandsdoubly stochastic Poisson processmartingale central limit theoremcovariate processcounting process modelsuniformly consistent estimatorconsistent tests for independencekernel function smoothing

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05) Inference from stochastic processes (62M99)

Related Items (3)

Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes ⋮ Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes ⋮ Adaptive estimation of intensity in a doubly stochastic Poisson process

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• Correction

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