Large deviation principle in nonparametric estimation of marked point processes

Pham, Huyen; Florens, Danielle

Pham, Huyen; Florens, Danielle (1999), Large deviation principle in nonparametric estimation of marked point processes, Statistics & Probability Letters, 41, 4, p. 383-388. http://dx.doi.org/10.1016/S0167-7152(98)00181-3

Type

Article accepté pour publication ou publié

Date

1999

Journal name

Statistics & Probability Letters

Volume

Number

Publisher

Elsevier

Pages

383-388

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.

Subjects / Keywords

Kernel estimator; Marked point process; Large deviation