Armenian Journal of Mathematics

On Parameter Estimation by Aggregated Poisson Observations

Accrachi, Elhadji Ousseynouu and Aidara, Cherif Ahmat Tidiane and Dabye, Ali S. (2019) On Parameter Estimation by Aggregated Poisson Observations. Armenian Journal of Mathematics, 11 (5). pp. 1-13. ISSN 1829-1163

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Abstract

We consider the problem of parameter estimation by observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic on the base of aggregated observations and we define a Minimum Chi-square Estimator with the help of this statistics. We show that this estimator is consistent and asymptotically normal. We discuss possible generalizations of the obtained results.

Item Type:Article
Uncontrolled Keywords:Parameter estimation, Minimum Chi-square Estimator, aggregated Poisson observations, intensity function, consistency, asymptotic normality
Subjects:60-xx Probability theory and stochastic processes
62-xx Statistics
ID Code:843
Deposited By:Professor Anry Nersesyan
Deposited On:03 May 2019 14:51
Last Modified:03 May 2019 14:51

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