On the asymptotic normality of the L1-error for Haar series estimates of Poisson point processes boundaries

Stéphane Girard

Statistics & Probability Letters, 2004, vol. 66, issue 1, 81-90

Abstract: In this Note, the L1-error of Haar series estimates of a Poisson point process boundary is shown to be asymptotically normal. The asymptotic mean and variance do not depend on the unknown boundary.

Keywords: Haar; basis; Extreme; values; Poisson; process; Central; limit; theorem (search for similar items in EconPapers)
Date: 2004
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