Introduction to the Statistics of Poisson Processes and Applications

This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous dis...

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Bibliografiske detaljer
Hovedforfatter: Kutoyants, Yury A. (Author)
Institution som forfatter: SpringerLink (Online service)
Format: Electronisk eBog
Sprog:engelsk
Udgivet: Cham : Springer International Publishing : Imprint: Springer, 2023.
Udgivelse:1st ed. 2023.
Serier:Frontiers in Probability and the Statistical Sciences,
Fag:
Online adgang:https://doi.org/10.1007/978-3-031-37054-0
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Indholdsfortegnelse:
  • Poisson Processes
  • Parameter Estimation
  • Non-parametric Estimation
  • Hypothesis Testing
  • Applications
  • Likelihood ratio and properties of MLE and BE.