Non asymptotic expansions of the MME in the case of Poisson observations O. V. Chernoyarov, A. S. Dabye, F. N. Diop, Y. A. Kutoyants
Material type:
ArticleContent type: Текст Media type: электронный Subject(s): Пуассона процесс | оценка параметров | метод моментовGenre/Form: статьи в журналах Online resources: Click here to access online
In:
Metrika Vol. 85, № 8. P. 927-950Abstract: In this paper the problem of one dimensional parameter estimation is considered in the case where observations are coming from inhomogeneous Poisson processes. The method of moments estimation is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the expansion of the moments of the estimator and the expansion of the distribution function. The stochastic expansion, the expansion of the moments and the expansion of distribution function are non asymptotic in nature. Several examples are presented to illustrate the theoretical results.
Библиогр.: с. 950
In this paper the problem of one dimensional parameter estimation is considered in the case where observations are coming from inhomogeneous Poisson processes. The method of moments estimation is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the expansion of the moments of the estimator and the expansion of the distribution function. The stochastic expansion, the expansion of the moments and the expansion of distribution function are non asymptotic in nature. Several examples are presented to illustrate the theoretical results.
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