�tude de la vraisemblance d'un processus de Gauss-Poisson et deux applications

DOI10.1007/BF00534949zbMath0528.60039OpenAlexW2000509417MaRDI QIDQ3308790

No author found.

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534949

zbMATH Keywords

speed of convergenceGauss-Poisson processesmethod of perturbation of Poisson processes

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Parametric estimation of the covariance density for a stationary point process on \({\mathbb{R}}^ d\)

Cites Work

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• Upper bound of the speed of convergence of moment density estimators for stationary point processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3048064 Estimation des densit�s: risque minimax]
• Testing the hypothesis that a point is Poisson
• Asymptotic Behavior of Statistical Estimators in the Smooth Case. I. Study of the Likelihood Ratio
• Further results for Gauss-Poisson processes

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