A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes

Zbigniew Szkutnik

Statistics & Probability Letters, 2002, vol. 60, issue 3, 253-263

Abstract: Recent results on unfolding Poisson process intensity function are improved. Singular matrix approximation of the folding operator is allowed. For Euclidean spaces, the assumptions are expressed in terms of the decay rate of the singular values of the original folding operator rather than those of the approximating matrix. L2-convergence rates and approximation effects are discussed.

Keywords: Quasi-maximum; likelihood; Poisson; process; Intensity; function; Unfolding; Discretization (search for similar items in EconPapers)
Date: 2002
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(02)00269-9
Full text for ScienceDirect subscribers only

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:eee:stapro:v:60:y:2002:i:3:p:253-263

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().