A Note on Empirical Process Methods in the Theory of Poisson Point Processes

F. Liese and K. Ziegler

Scandinavian Journal of Statistics, 1999, vol. 26, issue 4, 533-537

Abstract: For a sample taken from an i.i.d. sequence of Poisson point processes with not necessarily finite unknown intensity measure the arithmetic mean is shown to be an estimator which is consistent uniformly on certain classes of functions. The method is a reduction to the case of finite intensity measure, which in turn can be dealt with using empirical process methods. A functional central limit theorem is also established in this context.

Date: 1999
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/1467-9469.00166

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:26:y:1999:i:4:p:533-537

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().