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dc.contributor.authorPrivault, Nicolas
dc.contributor.authorRéveillac, Anthony
dc.date.accessioned2011-10-04T10:40:35Z
dc.date.available2011-10-04T10:40:35Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7103
dc.language.isoenen
dc.subjectPoisson processen
dc.subjectIntensity estimationen
dc.subjectStein estimationen
dc.subjectMalliavin calculusen
dc.subject.ddc519en
dc.titleStein estimation of Poisson process intensitiesen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe construct superefficient estimators of Stein type for the intensity parameter λ > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.en
dc.relation.isversionofjnlnameStatistical Inference for Stochastic Processes
dc.relation.isversionofjnlvol12en
dc.relation.isversionofjnlissue1en
dc.relation.isversionofjnldate2009
dc.relation.isversionofjnlpages37-53en
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s11203-007-9018-8en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringeren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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