On Parameter Estimation by Aggregated Poisson Observations

Elhadji Ousseynouu Accrachi

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Abstract

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.

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On Parameter Estimation by Aggregated Poisson Observations

Abstract

Author(s)

Table of Contents

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On Parameter Estimation by Aggregated Poisson Observations

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