On minimumLp-distance estimation for inhomogeneous Poisson processes

DOI10.1080/03610926.2014.927503zbMath1349.62055OpenAlexW2413510696MaRDI QIDQ2832644

Demba Bocar Ba, Ali Souleymane Dabye

Publication date: 11 November 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.927503

zbMATH Keywords

parameter estimationminimum distance estimationinhomogeneous Poisson processes\(L^p\) metrics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Multiple hypothesis testing for Poisson processes with variable change–point intensity ⋮ Parameter identification and synchronization of dynamical system by introducing an auxiliary subsystem ⋮ Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises

Cites Work

• Unnamed Item
• MDE properties of a Poisson process with discontinuous intensity. (Propriétés de l'edm pour un processus de Poisson d'intensité discontinue).
• An introduction to the theory of point processes
• Asymptotic normality of the minimum distance estimators for a Poisson process with a discontinuous intensity function

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