Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous poisson process

Cybernetics and Systems Analysis

Volumn 32, Issue 1, 1996, Pages 74-85

  Dorogovtsev, A Ya ^a   Kukush, A G ^a  

^a NONE

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EID: 21444456629     PISSN: 10600396     EISSN: 15738337     Source Type: Journal    
DOI: 10.1007/BF02366585     Document Type: Article

References (10)

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3. A. Ya. Dorogovtsev, N. Zerek, and A. G. KukushWeak convergence of an infinite-dimensional parameter estimator to a normal distribution, Theor. Probab. Math. Stat., 37. 45-51 (1988).
4. A. G. KukushConvergence in distribution of the normalized estimator of the infinite-dimensional regression parameter, Dokl. Akad. Nauk UkrSSR, Ser. A, No. 5. 11-14 (1988).
5. Yu. M. Kabanov, R. Sh. Liptser, and A. N. ShiryaevMartingale methods in the theory of point processes, in: Proc. of School-Seminar on the Theory of Stochastic Processes (Druskininkai, Nov. 25-28, 1974) [in Russian], Part 2, Inst. Fiz. Mat. Akad. Nauk LitSSR, Vil'nyus (1975), pp. 269-354.
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