Consistent estimation of covariation under nonsynchronicity

JOURNAL ARTICLE published 30 October 2007 in Statistical Inference for Stochastic Processes

Authors: Takaki Hayashi | Shigeo Kusuoka

Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process

JOURNAL ARTICLE published 30 October 2007 in Statistical Inference for Stochastic Processes

Authors: Ronaldo Dias | Clécio S. Ferreira | Nancy L. Garcia

Invariant measures related with Poisson driven stochastic differential equation

JOURNAL ARTICLE published July 2003 in Stochastic Processes and their Applications

Authors: Andrzej Lasota | Janusz Traple

The Brownian Motion and the Poisson Process: Lévy Processes

BOOK CHAPTER published October 2007 in Stochastic Processes

On the estimation of intrinsic volume densities of stationary random closed sets

JOURNAL ARTICLE published February 2008 in Stochastic Processes and their Applications

Research funded by Ministerstvo Školství, Mládeže a Tělovýchovy (201/03/0946,MSM 0021620839) | Grantová Agentura České Republiky (201/03/D062)

Authors: T. Mrkvička | J. Rataj

Poisson point processes

BOOK CHAPTER published 25 October 2007 in Courant Lecture Notes

Poisson processes

BOOK SECTION published 26 July 2007 in Stochastic Integration Theory

Authors: Péter Medvegyev

Estimation of Probability Densities

BOOK CHAPTER published 2004 in Stochastic Processes

Stein estimation of Poisson process intensities

JOURNAL ARTICLE published February 2009 in Statistical Inference for Stochastic Processes

Authors: Nicolas Privault | Anthony Réveillac

Large Deviations of Poisson Cluster Processes

JOURNAL ARTICLE published 7 November 2007 in Stochastic Models

Authors: Charles Bordenave | Giovanni Luca Torrisi

Density estimation for compound Poisson processes from discrete data

JOURNAL ARTICLE published November 2013 in Stochastic Processes and their Applications

Authors: Céline Duval

Confidence regions for the intensity function of a cyclic Poisson process

JOURNAL ARTICLE published February 2009 in Statistical Inference for Stochastic Processes

Authors: Roelof Helmers | Qiying Wang | Ričardas Zitikis

Some nonparametric methods for estimating the local intensity function of an inhomogeneous Poisson process

JOURNAL ARTICLE published December 1985 in Stochastic Processes and their Applications

Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions

BOOK CHAPTER published 2007 in Stochastic Analysis and Applications

Authors: Zhen-Qing Chen | Masatoshi Fukushima | Jiangang Ying

Large deviations for Poisson random measures and processes with independent increments

JOURNAL ARTICLE published January 2000 in Stochastic Processes and their Applications

Authors: C. Léonard

Poisson Processes

BOOK CHAPTER published 2012 in Essentials of Stochastic Processes

Authors: Richard Durrett

Large deviation probabilities in estimation of Poisson random measures

JOURNAL ARTICLE published August 1998 in Stochastic Processes and their Applications

Authors: Danielle Florens | Huyên Pham

Second-Order Efficient Test for Inhomogeneous Poisson Processes

JOURNAL ARTICLE published July 2007 in Statistical Inference for Stochastic Processes

Authors: Fazli Kh

On smooth change-point location estimation for Poisson Processes

JOURNAL ARTICLE published October 2021 in Statistical Inference for Stochastic Processes

Research funded by ANR (Labex CEMPI (ANR–11–LABX–0007–01)) | RFBR and CNRS (20–51–15001)

Authors: Arij Amiri | Sergueï Dachian

Log-concavity and the maximum entropy property of the Poisson distribution

JOURNAL ARTICLE published June 2007 in Stochastic Processes and their Applications

Authors: Oliver Johnson