Stein estimation of Poisson process intensities

Nicolas Privault and Anthony Réveillac ()

Statistical Inference for Stochastic Processes, 2009, vol. 12, issue 1, 37-53

Keywords: Poisson process; Intensity estimation; Stein estimation; Malliavin calculus; 62G05; 60J75; 60H07; 31B05 (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11203-007-9018-8

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