Skip to Main content Skip to Navigation
Journal articles

Large deviation principle in nonparametric estimation of marked point processes

Abstract : 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.
Document type :
Journal articles
Complete list of metadatas

https://hal-upec-upem.archives-ouvertes.fr/hal-00693896
Contributor : Admin Lama <>
Submitted on : Thursday, May 3, 2012 - 9:10:17 AM
Last modification on : Monday, October 26, 2020 - 3:21:26 PM

Links full text

Identifiers

Citation

Danielle Florens, H Pham. Large deviation principle in nonparametric estimation of marked point processes. Statistics and Probability Letters, Elsevier, 1999, 41 (4), pp.383--388. ⟨10.1016/S0167-7152(98)00181-3⟩. ⟨hal-00693896⟩

Share

Metrics

Record views

475