On a strongly consistent estimator of the squared L_2-norm of a function
Applicationes Mathematicae, Tome 23 (1996) no. 3, pp. 279-284.

Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences

A kernel estimator of the squared $L_2$-norm of the intensity function of a Poisson random field is defined. It is proved that the estimator is asymptotically unbiased and strongly consistent. The problem of estimating the squared $L_2$-norm of a function disturbed by a Wiener random field is also considered.
DOI : 10.4064/am-23-3-279-284
Keywords: strong consistency, stochastic integral with respect to a p-parameter martingale, Poisson random field, Wiener random field, asymptotic unbiasedness, kernel estimator

Roman Różański 1

1
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Roman Różański. On a strongly consistent estimator of the squared L_2-norm of a function. Applicationes Mathematicae, Tome 23 (1996) no. 3, pp. 279-284. doi : 10.4064/am-23-3-279-284. http://geodesic.mathdoc.fr/articles/10.4064/am-23-3-279-284/

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