Geodesic
An estimation problem for the intensity density of Poisson processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 27, Tome 474 (2018), pp. 139-148
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A Poisson process $X_\varepsilon(t)$ with the intensity density function $\varepsilon^{-1}\lambda(t)$ is observed on an interval $[a,b]$. The problem is to estimate the function $\lambda(t)$. It is known that the unknown function $\lambda(t)$ belongs to a given class of functions analytic in a given region $G\supset[a,b]$ and is bounded there by a given constant $M$. The parameter $\varepsilon$ is supposed to be known and we consider the problem as $\varepsilon\to0$. 
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     title = {An estimation problem for the intensity density of {Poisson} processes},
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I. A. Ibragimov. An estimation problem for the intensity density of Poisson processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 27, Tome 474 (2018), pp. 139-148. http://geodesic.mathdoc.fr/item/ZNSL_2018_474_a9/

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