Asymptotic properties of intensity estimators for Poisson shot-noise processes
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Published:1991-09
Issue:03
Volume:28
Page:568-583
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ISSN:0021-9002
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Container-title:Journal of Applied Probability
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language:en
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Short-container-title:J. Appl. Probab.
Author:
Liese Friedrich,Schmidt Volker
Abstract
Stochastic processes {X(t)} of the form X(t) = Σ n f(t – Tn
) are considered, where {Tn
} is a stationary Poisson point process with intensity λ and f: R → R is an unknown response function. Conditions are obtained for weak consistency and asymptotic normality of estimators of λ based on long-run observations of {X(t)}.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability