Estimation of linear functionals of Poisson processes

Yu. A. Kutoyants and F. Liese

Statistics & Probability Letters, 1998, vol. 40, issue 1, 43-55

Abstract: For i.i.d. Poisson point processes with intensity measure [Lambda] an estimator for [theta][infinity]([Lambda]) = [integral operator] [infinity] d[Lambda] is introduced. Consistency as well as rates for the convergence are established. An Edgeworth-type expansion for the distribution function is obtained. The estimator is asymptotically efficient in the sense of LAN-theory.

Keywords: Poisson; point; processes; Intensity; measure; Edgeworth; expansion; Efficient; estimator (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (2)

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