Efficient and superefficient estimators of filtered Poisson process intensities

DOI10.1080/03610926.2018.1438622OpenAlexW2791881862MaRDI QIDQ5078368

Fares Alazemi, Khalifa Es-Sebaiy, Youssef Ouknine

Publication date: 23 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1438622

zbMATH Keywords

Malliavin calculusintensity estimationStein estimationfiltered Poisson process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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