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Large deviation principle in nonparametric estimation of marked point processes

The nonparametric estimation problem of intensity measure of a homogeneous Poisson random measure is considered, based on an eventually partial observation of the jumps amplitude. We prove a large deviation principle for a kernel type estimator and we explicitly identify its rate function.
Year of publication:
1999
Authors: Florens, Danielle ; Pham, Huyên
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 41.1999, 4, p. 383-388
Publisher: Elsevier
Keywords: Large deviation Marked point process Kernel estimator
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005223791
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