Asymptotic properties of intensity estimators for Poisson shot-noise processes

DOI10.2307/3214492zbMath0742.62081OpenAlexW2335011961MaRDI QIDQ3980527

Volker Schmidt, Friedrich Liese

Publication date: 26 June 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214492

zbMATH Keywords

asymptotic normalityconvergence ratecentral limit theoremweak consistencyshot-noisestationary Poisson point processPoisson shot-noiseempirical covariance functionintensity estimatorslong-run observations

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

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Limit theorems for some polynomial statistics of the Poisson process

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