Combined nonparametric inference and state estimation for mixed poisson processes

DOI10.1007/BF00532797zbMath0523.62075OpenAlexW2142673466MaRDI QIDQ3673902

Alan F. Karr

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1007/bf00532797

zbMATH Keywords

Laplace transformconsistencyasymptotic normalitystate estimationCox processdoubly stochastic Poisson processmixed Poisson processdirecting measure

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Estimation and detection in stochastic control theory (93E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Gaussian random measures, Adaptive Laguerre density estimation for mixed Poisson models, State estimation for Cox processes with unknown probability law, Inference for thinned point processes, with application to Cox processes

Cites Work

• State estimation for Cox processes on general spaces
• Some nonparametric techniques for estimating the intensity function of a cancer related nonstationary Poisson process
• Maximum likelihood estimation of a compound Poisson process
• Classical limit theorems for measure-valued Markov processes
• On Some Statistical Methods Connected with the Mixed Poisson Process
• On Symmetrically Distributed Random Measures
• Functions of Order Statistics
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