Large deviation principle in nonparametric estimation of marked point processes
Florens, D ; Pham, H
HAL, hal-00693896 / Harvested from HAL
Text on HAL
The nonparametric estimation problem of intensity measure of a homogeneous Poisson random measure is considered, based on an eventually partial observation of the jumps amplitude. We prove a large deviation principle for a kernel type estimator and we explicitly identify its rate function. (C) 1999 Elsevier Science B.V. All rights reserved.
Publié le : 1999-07-05
Classification:  [MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph] 
@article{hal-00693896,
     author = {Florens, D and Pham, H},
     title = {Large deviation principle in nonparametric estimation of marked point processes},
     journal = {HAL},
     volume = {1999},
     number = {0},
     year = {1999},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00693896}
}

Florens, D; Pham, H. Large deviation principle in nonparametric estimation of marked point processes. HAL, Tome 1999 (1999) no. 0, . http://gdmltest.u-ga.fr/item/hal-00693896/