Hostname: page-component-745bb68f8f-d8cs5 Total loading time: 0 Render date: 2025-02-05T13:36:08.075Z Has data issue: false hasContentIssue false
  • English
  • Français

On the estimation of intensities in a stochastic process generated by a stochastic intensity sequence

Published online by Cambridge University Press:  14 July 2016

Jan Grandell
Jan Grandell*
Affiliation:
University of Stockholm
Get access Rights & Permissions [Opens in a new window]

Abstract

A stationary doubly stochastic Poisson sequence is considered. Asymptotic properties of the best linear estimates of the intensities are investigated.

Keywords

DOUBLY STOCHASTIC POISSON PROCESSASYMPTOTIC PROPERTIES OF LINEAR ESTIMATES
Type
Research Papers
Information
Journal of Applied Probability , Volume 9 , Issue 3 , June 1972 , pp. 542 - 556
Copyright
Copyright © Applied Probability Trust 1972 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

[1] Grandell, J. (1971) On stochastic processes generated by a stochastic intensity function. Skand. Aktuar. Tidskr. (To appear).Google Scholar
[2] Grenander, U. (1951) On Toeplitz forms and stationary processes. Ark. Mat. 1, 555–571.Google Scholar
[3] Grenander, U. and Szergö, G. (1958) Toeplitz Forms and their Applications. University of California Press, Berkeley and Los Angeles.Google Scholar