A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes

Recent results on unfolding Poisson process intensity function are improved. Singular matrix approximation of the folding operator is allowed. For Euclidean spaces, the assumptions are expressed in terms of the decay rate of the singular values of the original folding operator rather than those of the approximating matrix. L2-convergence rates and approximation effects are discussed.

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Year of publication:	2002
Authors:	Szkutnik, Zbigniew
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 60.2002, 3, p. 253-263
Publisher:	Elsevier
Keywords:	Quasi-maximum likelihood Poisson process Intensity function Unfolding Discretization

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223110