Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law
Crétois, Emmanuelle
Applicationes Mathematicae, Tome 23 (1995), p. 247-259 / Harvested from The Polish Digital Mathematics Library

Let Ni, i ≥ 1, be i.i.d. observable Cox processes on [a,b] directed by random measures Mi. Assume that the probability law of the Mi is completely unknown. Random techniques are developed (we use data from the processes N1,..., Nn 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).

Publié le : 1995-01-01
EUDML-ID : urn:eudml:doc:219129
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     author = {Emmanuelle Cr\'etois},
     title = {Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law},
     journal = {Applicationes Mathematicae},
     volume = {23},
     year = {1995},
     pages = {247-259},
     zbl = {0838.62090},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv23i3p247bwm}
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Crétois, Emmanuelle. Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law. Applicationes Mathematicae, Tome 23 (1995) pp. 247-259. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv23i3p247bwm/

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