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Large deviation principle in nonparametric estimation of marked point processes

Pham, Huyen; Florens, Danielle (1999), Large deviation principle in nonparametric estimation of marked point processes, Statistics & Probability Letters, 41, 4, p. 383-388. http://dx.doi.org/10.1016/S0167-7152(98)00181-3

Type
Article accepté pour publication ou publié
Date
1999
Journal name
Statistics & Probability Letters
Volume
41
Number
4
Publisher
Elsevier
Pages
383-388
Publication identifier
Metadata
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Author(s)
Pham, Huyen
Florens, Danielle
Abstract (EN)
The nonparametricestimation 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 largedeviationprinciple for a kernel type estimator and we explicitly identify its rate function.
Subjects / Keywords
Kernel estimator; Marked point process; Large deviation