Stein estimation of Poisson process intensities
| Year of publication: |
2009
|
|---|---|
| Authors: | Privault, Nicolas ; Réveillac, Anthony |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 1, p. 37-53
|
| Publisher: |
Springer |
| Subject: | Poisson process | Intensity estimation | Stein estimation | Malliavin calculus |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616028