Abstract:
A Poisson random field with the intensity density function λ(x)ελ(x)ε is observed in a bounded region G⊆Rd. It is supposed that the unknown function λ belongs to a known class of entire functions. The parameter ε is supposed to be known. The problem is to estimate the value λ(x) at the points x∉G. We consider an asymptotic setup of the problem when ε→0.
Key words and phrases:
Poisson process, uniqueness theorem, nonparametric estimates, Cramer–Rao inequality.
Citation:
I. A. Ibragimov, “On the estimation of the intensity density function of Poisson random field outside of the observation region”, Probability and statistics. Part 21, Zap. Nauchn. Sem. POMI, 431, POMI, St. Petersburg, 2014, 97–109; J. Math. Sci. (N. Y.), 214:4 (2016), 484–492
\Bibitem{Ibr14}
\by I.~A.~Ibragimov
\paper On the estimation of the intensity density function of Poisson random field outside of the observation region
\inbook Probability and statistics. Part~21
\serial Zap. Nauchn. Sem. POMI
\yr 2014
\vol 431
\pages 97--109
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6097}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3488639}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2016
\vol 214
\issue 4
\pages 484--492
\crossref{https://doi.org/10.1007/s10958-016-2792-3}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84961178379}
Linking options:
https://www.mathnet.ru/eng/znsl6097
https://www.mathnet.ru/eng/znsl/v431/p97
This publication is cited in the following 1 articles:
A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583