Large deviation probabilities in estimation of Poisson random measures

Stochastic Processes and their Applications

Volumn 76, Issue 1, 1998, Pages 117-139

  Florens, Danielle ^a   Pham, Huyên ^b  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

^b UFR des Sciences et Technologie   (France)

Author keywords

Large deviations; Maximum likelihood estimator; Poisson random measures

Indexed keywords

EID: 0009148543     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00005-2     Document Type: Article

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