Article contents
On the estimation of intensities in a stochastic process generated by a stochastic intensity sequence
Published online by Cambridge University Press: 14 July 2016
Abstract
A stationary doubly stochastic Poisson sequence is considered. Asymptotic properties of the best linear estimates of the intensities are investigated.
- Type
- Research Papers
- Information
- Copyright
- Copyright © Applied Probability Trust 1972
References
- 4
- Cited by