搜索结果: 1-9 共查到“Poisson processes”相关记录9条 . 查询时间(0.093 秒)
Intensity estimation of non-homogeneous Poisson processes from shifted trajectories
Poisson processes Random shifts Intensity estimation Deconvolution Meyer wavelets Adaptive estimation Besov space Minimax rate
2011/6/20
This paper considers the problem of adaptive estimation of a non-homogeneous intensity
function from the observation of n independent Poisson processes having a common intensity
that is randomly shi...
A class of CTRWs: Compound fractional Poisson processes
The compound Poisson process Markovian and L\'evy semi-Markov extension
2011/3/31
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known L\'evy process: The compound Poisson ...
We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a d...
Segmentation algorithm for non-stationary compound Poisson processes
Segmentation algorithm non-stationary compound Poisson processes
2010/10/18
We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of th...
Martingale representation for Poisson processes with applications to minimal variance hedging
Martingale representation Poisson processes applications minimal variance hedging
2010/10/18
We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$...
Empirical processes, Vapnik-Chervonenkis classes and Poisson processes
Empirical processes Vapnik-Chervonenkis classes Poisson processes
2009/9/24
Empirical processes, Vapnik-Chervonenkis classes and Poisson processes。
POISSON PROCESSES REVISITED
Poisson process bisection property Renyi's characterisation Poisson-Dirichlet distribution
2009/9/18
The thesis of this paper is that a good basis for defining
Poisson processes on a general state space is to assume that the mean
measure satisfies a simple bisection property, that every set of fini...
On Properties of Estimators in non Regular Situations for Poisson Processes
Parameter estimation regularity conditions misspecification non identifiability Poisson processes
2010/3/19
We consider the problem of parameter estimation by observations
of inhomogeneous Poisson process. It is well-known that if the regularity
conditions are fulfilled then the maximum likelihood and bay...
Power Loss for Inhomogeneous Poisson Processes
Inhomogeneous Poisson processes hypotheses testing powerloss second order efficiency
2010/4/29
In this work, based on a realization of an inhomogeneous Poisson
process whose intensity function depends on a real unknown parameter,
we consider a simple hypothesis against a sequence of close (co...