تقرير
On Non Asymptotic Expansion of the MME in the Case of Poisson Observations
| العنوان: | On Non Asymptotic Expansion of the MME in the Case of Poisson Observations |
|---|---|
| المؤلفون: | Chernoyarov, O. V., Dabye, A. S., Diop, F. N., Kutoyants, Yu. A. |
| سنة النشر: | 2020 |
| المجموعة: | Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Statistics Theory, 62M05, 62G05, 62G20 |
| الوصف: | The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the expansion of the moments of this estimator and the expansion of the distribution function. The stochastic expansion, expansion of the moments and the expansion of distribution function are non asymptotic in nature. Several examples are considered. Comment: 25 pages, 1 figure |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2010.07612 |
| رقم الأكسشن: | edsarx.2010.07612 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |