On Parameter Estimation by Aggregated Poisson Observations
We consider the problem of parameter estimation by the observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic on the base of agregated observations and we def...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Republic of Armenia National Academy of Sciences
2019-04-01
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Series: | Armenian Journal of Mathematics |
Subjects: | |
Online Access: | http://www.armjmath.sci.am/index.php/ajm/article/view/257 |
Summary: | We consider the problem of parameter estimation by the observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic on the base of agregated observations and we define a Minimum Chi-square Estimator with the help of this statistics. We show this that estimator is consistent and asymptotically normal. We discuss possible generalizations of the obtained results.
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ISSN: | 1829-1163 |