Title of article
Large deviation probabilities in estimation of Poisson random measures
Author/Authors
Florens، نويسنده , , Danielle and Pham، نويسنده , , Huyên، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
23
From page
117
To page
139
Abstract
We consider the parametric estimation problem of intensity measure of a Poisson random measure. We prove large deviation principles for Poisson random measures and an implicit contraction principle. These results are applied to provide a large deviation principle for a maximum likelihood estimator in a parametric statistical model and to explicitly identify the rate function.
Keywords
Maximum likelihood estimator , Poisson random measures , Large deviations
Journal title
Stochastic Processes and their Applications
Serial Year
1998
Journal title
Stochastic Processes and their Applications
Record number
1576275
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