Publication Details:
Journal or Publication Title:
Armenian Journal of Mathematics=Հայկական մաթեմատիկական հանդես
Date of publication:
Volume:
Number:
ISSN:
Official URL:
Title:
On Parameter Estimation by Aggregated Poisson Observations
Creator:
Elhadji Ousseynouu Accrachi ; Cherif Ahmat Tidiane Aidara ; Ali S. Dabye
Contributor(s):
Գլխ. խմբ.՝ Անրի Ներսեսյան ; Պատ. խմբ.՝ Լինդա Խաչատրյան ; Խմբ. տեղակալ՝ Ռաֆայել Բարխուդարյան
Subject:
Probability theory and stochastic processes ; Statistics
Uncontrolled Keywords:
Parameter estimation ; Minimum Chi-square Estimator ; aggregated Poisson observations ; intensity function ; consistency ; asymptotic normality
Coverage:
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
Date created:
Type:
Format:
General note:
Electronic Open Access Publication of the National Academy of Sciences of Armenia
Digitization:
ՀՀ ԳԱԱ Հիմնարար գիտական գրադարան