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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive

Zap. Nauchn. Sem. POMI, 2014 Volume 431, Pages 97–109 (Mi znsl6097)

On the estimation of the intensity density function of Poisson random field outside of the observation region

I. A. Ibragimovab

a St. Petersburg State University, St. Petersburg, Russia
b St. Petersburg Department of V. A. Steklov Institute of Mathematics of the Russian Academy of Sciences, St. Petersburg, Russia

Abstract: A Poisson random field with the intensity density function $\frac{\lambda(x)}\varepsilon$ is observed in a bounded region $G\subseteq\mathbb R^d$. It is supposed that the unknown function $\lambda$ belongs to a known class of entire functions. The parameter $\varepsilon$ is supposed to be known. The problem is to estimate the value $\lambda(x)$ at the points $x\notin G$. We consider an asymptotic setup of the problem when $\varepsilon\to0$.

Key words and phrases: Poisson process, uniqueness theorem, nonparametric estimates, Cramer–Rao inequality.

UDC: 519.2

Received: 26.11.2014


 English version:
Journal of Mathematical Sciences (New York), 2016, 214:4, 484–492

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© Steklov Math. Inst. of RAS, 2024