On estimation in the multiplicative intensity model via histogram sieve

• Autorzy: Różański R. , Zagdański A.
• Języki publikacji: EN

Abstrakty

EN

In the paper we consider the problem of estimating stochastic intensity of a point process from multiplicative intensity model using the method of sieves of Grenander [6]. Basic properties of the histogram sieve estimator including consistency and asymptotic normality are proved. Our approach extends results obtained in Leśkow and Różański [13].

Słowa kluczowe

EN

point processes; multiphcative intensity model; sieve method of estimation; histogram maximum likelihood; estimator

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2001
• Tom: Vol. 21, Fasc. 1
• Strony: 89--99
• Opis fizyczny: Bibliogr. 19 poz., tab., wykr.

Twórcy

autor

Różański R.

• Institute of Mathematics, Wrocław University of Technology, 50-370 Wroclaw, Poland

autor

Zagdański A.

• Institute of Mathematics, Wrocław University of Technology, 50-370 Wroclaw, Poland

Bibliografia

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