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Statistical Inference for Spatial Poisson Processes

Name: Statistical Inference for Spatial Poisson Processes
Brand: Springer-Verlag New York Inc.
SKU: 01385537
Price: 96.8 EUR
Availability: InStock
Author: Yu A. Kutoyants
ISBN: 9780387985626

Yu A. Kutoyants

Jezik

Angleščina

Knjiga Mehka

Koda Libristo: 01385537

Založba Springer-Verlag New York Inc., september 1998

The book discusses the estimation theory for the wide class of inhomogeneous Poisson processes. The... Celoten opis

Koda Libristo: 01385537

236 b

96.80 €

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The book discusses the estimation theory for the wide class of inhomogeneous Poisson processes. The consistency, limit distributions and the convergence of moments of parameter estimators are established in regular and non-regular (change-point type) problems. The maximum likelihood, Bayesian, and the minimum distance estimators are investigated in parametric problems and the empiric intensity measure and the kernel-type estimators are studied in nonparametric estimation problems. The properties of the estimators are also described in the situations when the observed Poisson process does not belong to the parametric family (no true model), when there are many true models (nonidentifiable family), when the observation window can be chosen by an optimal way, and others. The question of asymptotic efficiency of estimators is discussed in all of these problems. The book will be useful for those who use models of Poisson processes in their research. The large number of examples of inhomogeneous Poisson processes discussed in the book are taken from the fields of optical communications, reliability, image processing, and nuclear medicine. The material is suitable for graduate courses on stochastic processes. The book assumes familiarity with probability theory and mathematical statistics.