Model selection for Poisson processes with covariates

DOI10.1051/ps/2014022zbMath1392.62253arXiv1112.5634OpenAlexW2963807809MaRDI QIDQ2786477

Mathieu Sart

Publication date: 12 February 2016

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

Full work available at URL: https://arxiv.org/abs/1112.5634

zbMATH Keywords

model selectionadaptive estimationPoisson processesT-estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Robust estimation on a parametric model via testing ⋮ Estimating the conditional density by histogram type estimators and model selection ⋮ A new method for estimation and model selection: \(\rho\)-estimation

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