Large deviation principle in nonparametric estimation of marked point processes
type: Item
instance of: scholarly article
title: Large deviation principle in nonparametric estimation of marked point processes
zbMATH Open document ID: 0928.62031
DOI: 10.1016/S0167-7152(98)00181-3
author: Danielle Florens
author: Huyên Pham
published in: Statistics \& Probability Letters
publication date: 1999-11-11T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 1348298
zbMATH Keywords: kernel type estimator
MaRDI profile type: Publication
cites work: Nonparametric Identification for Diffusion Processes
cites work: Bang-bang controls of point processes
cites work: Q3134548
cites work: Density estimation for point processes
cites work: Q5691600
cites work: Large deviation probabilities in estimation of Poisson random measures
cites work: Calcul stochastique et problèmes de martingales
cites work: Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
cites work: Q3218963
cites work: Principes de grandes déviations pour l’estimateur à noyau de la densité de probabilité
cites work: On Estimation of a Probability Density Function and Mode
cites work: Q3330303
cites work: Remarks on Some Nonparametric Estimates of a Density Function
full work available at URL: s0167-7152(98)00181-3
OpenAlex ID: W2012613875
Recommended article: Q4306206
Recommended article: Large deviations and the maximum entropy principle for marked point random fields
Recommended article: Large deviation principle for empirical measures generated by Cox point processes
Recommended article: Q5446509
Recommended article: Moment estimation for statistics from marked point processes
Recommended article: Empirical distributions in marked point processes
Recommended article: Q4854882
description: scientific article; zbMATH DE number 1348298