Object
Title: On Parameter Estimation by Aggregated Poisson Observations
Publication Details:
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Armenian Journal of Mathematics=Հայկական մաթեմատիկական հանդես
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Contributor(s):
Գլխ. խմբ.՝ Անրի Ներսեսյան ; Պատ. խմբ.՝ Լինդա Խաչատրյան ; Խմբ. տեղակալ՝ Ռաֆայել Բարխուդարյան
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Abstract:
We consider the problem of parameter estimation by observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic on the base of aggregated observations and we define a Minimum Chi-square Estimator with the help of this statistics. We show that this estimator is consistent and asymptotically normal. We discuss possible generalizations of the obtained results.
Publisher:
National Academy of Sciences of Armenia
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Identifier:
oai:arar.sci.am:13327
General note:
Electronic Open Access Publication of the National Academy of Sciences of Armenia
Digitization:
ՀՀ ԳԱԱ Հիմնարար գիտական գրադարան
Location of original object:
ՀՀ ԳԱԱ Հիմնարար գիտական գրադարան
Object collections:
Last modified:
Apr 19, 2024
In our library since:
Feb 12, 2020
Number of object content hits:
17
All available object's versions:
https://arar.sci.am/publication/15084
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Armenian Journal of Mathematics=Հայկական մաթեմատիկական հանդես
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| Edition name | Date |
|---|---|
| On Parameter Estimation by Aggregated Poisson Observations | Apr 19, 2024 |
