Könyv Statistical Inference for Spatial Poisson Processes Yu A. Kutoyants

Statistical Inference for Spatial Poisson Processes

Szerző: Yu A. Kutoyants
Nyelv: Angol
Kötés: Puha kötésű
Elérhetőség: Beszállítói készleten
Küldés 5-8 napon belül
38 497 Ft
The book discusses the estimation theory for the wide class of inhomogeneous Poisson processes. The...

Információk a könyvről

Szerző
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
1998
oldal
279
EAN
9780387985626
ISBN
038798562X
Enbook ID
01385537
Súly
910
Méretek
155 x 235 x 16

Teljes leírás

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.

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