MDE properties of a Poisson process with discontinuous intensity
The problem considered is a problem parameter estimation of a 2d-dimensional parameter of a Poisson process. The intensity function of the process is a smooth function with respect to first d variables and is discontinuous function of d other variables. We show the consistency and asymptotic normali...
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| Veröffentlicht in: | Comptes rendus. Mathématique 2006-03, Vol.342 (6), p.431-436 |
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| Format: | Artikel |
| Sprache: | eng ; fre |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | The problem considered is a problem parameter estimation of a 2d-dimensional parameter of a Poisson process. The intensity function of the process is a smooth function with respect to first d variables and is discontinuous function of d other variables. We show the consistency and asymptotic normality of the minimum distance estimator. |
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| ISSN: | 1631-073X 1778-3569 |
| DOI: | 10.1016/j.crma.2005.07.024 |