On Parameter Estimation by Aggregated Poisson Observations

Armenian Journal of Mathematics

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Field Value
 
Title On Parameter Estimation by Aggregated Poisson Observations
 
Creator Accrachi, Elhadji Ousseynouu
Aidara, Cherif Ahmat Tidiane
Dabye, Ali S.
 
Subject Parameter estimation
minimum chi-squared estimator
agregated Poisson observations
intensity function
consistency
asymptotic normality
60F05
62F10
62F12
62M05
 
Description We consider the problem of parameter estimation by the 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 agregated observations and we define a Minimum Chi-square Estimator with the help of this statistics. We show this that estimator is consistent and asymptotically normal. We discuss possible generalizations of the obtained results.
 
Publisher National Academy of Sciences of Armenia
 
Date 2019-04-26
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://armjmath.sci.am/index.php/ajm/article/view/257
 
Source Armenian Journal of Mathematics; Vol. 11 No. 5 (2019): On Parameter Estimation by Aggregated Poisson Observations; 1-13
1829-1163
 
Language eng
 
Relation http://armjmath.sci.am/index.php/ajm/article/view/257/146
 
Rights Copyright (c) 2019 Armenian Journal of Mathematics
 

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