On minimum Lp-distance estimation for inhomogeneous Poisson processes

Demba Bocar Ba and Ali Souleymane Dabye

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 21, 6461-6470

Abstract: We consider the problem of parameter estimation by the observations of the inhomogeneous Poisson processes. We suppose that the intensity function of these processes is a smooth function of the unknown parameter and as a method of estimation we take the minimum distance approach. We are interested by the behavior of estimators in non Hilbertian situation and we define the minimum distance estimation (MDE) with the help of the Lp metrics. We show that (under regularity conditions) the MDE is consistent and we describe its limit distribution.

Date: 2016
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DOI: 10.1080/03610926.2014.927503

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