Exact Statistical Inference in Nonhomogeneous Poisson Processes, based on Simulation
We present a general approach for Monte Carlo computation of conditional expectations of the form E[(T)|S = s] given a sufficient statistic S. The idea of the method was first introduced by Lillegård and Engen [4], and has been further developed by Lindqvist and Taraldsen [7, 8, 9]. If a certain piv...
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| Format: | Others |
| Language: | English |
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Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag
2007
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-10775 |