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Stein estimation of Poisson process intensities

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  • Nicolas Privault
  • Anthony Réveillac

Abstract

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Suggested Citation

  • Nicolas Privault & Anthony Réveillac, 2009. "Stein estimation of Poisson process intensities," Statistical Inference for Stochastic Processes, Springer, vol. 12(1), pages 37-53, February.
    • Handle: RePEc:spr:sistpr:v:12:y:2009:i:1:p:37-53
    DOI: 10.1007/s11203-007-9018-8
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    References listed on IDEAS

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    1. Elliott, R. J. & Tsoi, A. H., 1993. "Integration by Parts for Poisson Processes," Journal of Multivariate Analysis, Elsevier, vol. 44(2), pages 179-190, February.
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    Cited by:

    1. Musta, Eni & Pratelli, Maurizio & Trevisan, Dario, 2017. "Functional Cramér–Rao bounds and Stein estimators in Sobolev spaces, for Brownian motion and Cox processes," Journal of Multivariate Analysis, Elsevier, vol. 154(C), pages 135-146.

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