Asymptotic properties of intensity estimators for Poisson shot-noise processes
Keyword(s):
Long Run
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Stochastic processes {X(t)} of the form X(t) = Σ n f(t – Tn) are considered, where {Tn} is a stationary Poisson point process with intensity λ and f: R → R is an unknown response function. Conditions are obtained for weak consistency and asymptotic normality of estimators of λ based on long-run observations of {X(t)}.
1997 ◽
Vol 34
(03)
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pp. 643-656
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