Open AccessStein estimation of Poisson process intensities
Author(s) -
Nicolas Privault,
Anthony Réveillac
Publication year - 2007
Publication title -
statistical inference for stochastic processes
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.723
H-Index - 20
eISSN - 1572-9311
pISSN - 1387-0874
DOI - 10.1007/s11203-007-9018-8
Subject(s) - poisson distribution , subharmonic function , estimator , compound poisson process , poisson process , mathematics , space (punctuation) , construct (python library) , intensity (physics) , process (computing) , estimation , poisson regression , statistics , econometrics , mathematical analysis , computer science , physics , economics , sociology , optics , operating system , population , demography , management , programming language
Poisson process, Intensity estimation, Stein estimation, Malliavin calculus, 62G05, 60J75, 60H07, 31B05,
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