Inference for random sampling processes

For a class of point processes including nonhomogeneous Poisson processes, some Cox processes and some processes of non-Poisson type, the question of existence and construction of complete and sufficient statistics is investigated. The results are based on the generalization of some results from sequential analysis and are applied to the construction of optimal tests and estimators.

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Year of publication:	1989
Authors:	Rüschendorf, Ludger
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 32.1989, 1, p. 129-140
Publisher:	Elsevier
Keywords:	point processes completeness sufficiency sequential analysis optimal tests

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

Persistent link: https://www.econbiz.de/10008873674