Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law
Applicationes Mathematicae, Tome 23 (1996) no. 3, pp. 247-259
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
Let $N_i$, i ≥ 1, be i.i.d. observable Cox processes on [a,b] directed by random measures M_i. Assume that the probability law of the M_i is completely unknown. Random techniques are developed (we use data from the processes $N_1$,..., $N_n$ to construct a partition of [a,b] whose extremities are random) to estimate L(μ,g) = E(exp(-(N(g) - μ(g))) | N - μ ≥ 0).
Emmanuelle Crétois. Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law. Applicationes Mathematicae, Tome 23 (1996) no. 3, pp. 247-259. doi: 10.4064/am-23-3-247-259
@article{10_4064_am_23_3_247_259,
author = {Emmanuelle Cr\'etois},
title = {Estimation of reduced {Palm} distributions by random methods for {Cox} processes with unknown probability law},
journal = {Applicationes Mathematicae},
pages = {247--259},
year = {1996},
volume = {23},
number = {3},
doi = {10.4064/am-23-3-247-259},
zbl = {0838.62090},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-23-3-247-259/}
}
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