Estimation of Cusp Location by Poisson Observations
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DOI: 10.1023/A:1022618514836
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Cited by:
- S. Dachian & N. Kordzakhia & Yu. A. Kutoyants & A. Novikov, 2018. "Estimation of cusp location of stochastic processes: a survey," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 345-362, July.
- C. Farinetto & Yu. A. Kutoyants & A. Top, 2020. "Poisson source localization on the plane: change-point case," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 675-698, June.
- Kordzakhia, Nino E. & Kutoyants, Yury A. & Novikov, Alexander A. & Hin, Lin-Yee, 2018. "On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 139(C), pages 141-151.
- Yury A. Kutoyants, 2017. "The asymptotics of misspecified MLEs for some stochastic processes: a survey," Statistical Inference for Stochastic Processes, Springer, vol. 20(3), pages 347-367, October.
- Arij Amiri & Sergueï Dachian, 2021. "On smooth change-point location estimation for Poisson Processes," Statistical Inference for Stochastic Processes, Springer, vol. 24(3), pages 499-524, October.
- O. V. Chernoyarov & S. Dachian & Yu. A. Kutoyants, 2020. "Poisson source localization on the plane: cusp case," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(5), pages 1137-1157, October.
- O. V. Chernoyarov & S. Dachian & Yu. A. Kutoyants, 2018. "On parameter estimation for cusp-type signals," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(1), pages 39-62, February.
- O. V. Chernoyarov & Yu. A. Kutoyants, 2020. "Poisson source localization on the plane: the smooth case," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(4), pages 411-435, May.
- Fujii Takayuki, 2009. "Cusp estimation in random design regression models," Statistics & Risk Modeling, De Gruyter, vol. 27(3), pages 235-248, December.
- Sergueï Dachian & Lin Yang, 2015. "On a Poissonian change-point model with variable jump size," Statistical Inference for Stochastic Processes, Springer, vol. 18(2), pages 127-150, July.
- Alexander Gushchin & Uwe Küchler, 2011. "On estimation of delay location," Statistical Inference for Stochastic Processes, Springer, vol. 14(3), pages 273-305, October.
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Keywords
inhomogeneous Poisson process; cusp; parameter estimation; Bayesian estimators; maximum likelihood estimator; consistency; limit distribution; convergence of moments; asymptotic efficiency;All these keywords.
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