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dc.contributor.authorPham, Huyen
dc.contributor.authorFlorens, Danielle
dc.date.accessioned2012-05-16T13:54:44Z
dc.date.available2012-05-16T13:54:44Z
dc.date.issued1999
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/9247
dc.language.isoenen
dc.subjectKernel estimatoren
dc.subjectMarked point processen
dc.subjectLarge deviationen
dc.subject.ddc519en
dc.titleLarge deviation principle in nonparametric estimation of marked point processesen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherLaboratoire d'Analyse et de Mathématiques Appliquées (LAMA) http://umr-math.univ-mlv.fr/ Université Paris Est Marne-la-Vallée – Université Paris XII - Paris Est Créteil Val-de-Marne – CNRS : UMR8050 – Fédération de Recherche Bézout;France
dc.description.abstractenThe 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.en
dc.relation.isversionofjnlnameStatistics & Probability Letters
dc.relation.isversionofjnlvol41en
dc.relation.isversionofjnlissue4en
dc.relation.isversionofjnldate1999
dc.relation.isversionofjnlpages383-388en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/S0167-7152(98)00181-3en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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