Czasopismo
Tytuł artykułu
Autorzy
Warianty tytułu
Języki publikacji
Abstrakty
A kernel estimator of the squared $L_2$-norm of the intensity function of a Poisson random field is defined. It is proved that the estimator is asymptotically unbiased and strongly consistent. The problem of estimating the squared $L_2$-norm of a function disturbed by a Wiener random field is also considered.
Czasopismo
Rocznik
Tom
Numer
Strony
279-284
Opis fizyczny
Daty
wydano
1995
otrzymano
1994-07-27
Twórcy
autor
- Institute of Mathematics, Technical University of Wrocław, Wybrzeże Wyspiańskiego 27 50-370 Wrocław, Poland
Bibliografia
- R. Cairoli and J. B. Walsh (1975), Stochastic integrals in the plane, Acta Math. 134, 111-183.
- C. W. Gardiner (1984), Handbook for Stochastic Methods for Physics, Chemistry and the Natural Sciences, Springer Series in Synergetics, Berlin.
- J. Koronacki and W. Wertz (1987), A global stopping rule for recursive density estimators, Statist. Planning Inference 20, 23-39.
- H. Ramlau-Hansen (1983), Smoothing counting process intensities by means of kernel functions, Ann. Statist. 12, 453-466.
- P. Reveš (1968), Laws of Large Numbers, Academic Press, New York.
- R. Różański (1992), Recursive estimation of intensity function of a Poisson random field, J. Statist. Planning Inference 33, 165-174.
- E. F. Schuster (1974), On the rate of convergence of an estimate of a probability density, Scand. Actuar. J., 103-107.
- ---
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-zmv23i3p279bwm