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Large deviation principle in nonparametric estimation of marked point processes

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Date
1999
Dewey
Probabilités et mathématiques appliquées
Sujet
Kernel estimator; Marked point process; Large deviation
Journal issue
Statistics & Probability Letters
Volume
41
Number
4
Publication date
1999
Article pages
383-388
Publisher
Elsevier
DOI
http://dx.doi.org/10.1016/S0167-7152(98)00181-3
URI
https://basepub.dauphine.fr/handle/123456789/9247
Collections
  • CEREMADE : Publications
Metadata
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Author
Pham, Huyen
Florens, Danielle
Type
Article accepté pour publication ou publié
Abstract (EN)
The nonparametricestimation problem of intensity measure of a homogeneous Poisson random measure is considered, based on an eventually partial observation of the jumps amplitude. We prove a largedeviationprinciple for a kernel type estimator and we explicitly identify its rate function.

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