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math.ST2008
Near optimal thresholding estimation of a Poisson intensity on the real line
Patricia Reynaud-Bouret, Vincent Rivoirard
The purpose of this paper is to estimate the intensity of a Poisson process by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean mea…
math.ST2008★ 1 cited
Adaptive thresholding estimation of a Poisson intensity with infinite support
Patricia Reynaud-Bouret, Vincent Rivoirard
The purpose of this paper is to estimate the intensity of a Poisson process by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean mea…