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The book discusses the estimation theory for the wide class of inhomogeneous Poisson processes. The consistency, limit distributions and the convergence of moments of parameter estimators are established in regular and non-regular (change-point type) problems. The maximum likelihood, Bayesian, and the minimum distance estimators are investigated in parametric problems and the empiric intensity measure and the kernel-type estimators are studied in nonparametric estimation problems. The properties of the estimators are also described in the situations when the observed Poisson process does not…
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1 edition- Other · English · 1998Springer · 276 pages · 9780387985626
Poisson processesParameter estimationEstimation theoryPoisson distributionStochastic processesMathematical statisticsStatistics