Vol. 11 No. 5 (2019): On Parameter Estimation by Aggregated Poisson Observations

Published: 2019-05-03

Articles

  • Articles

    On Parameter Estimation by Aggregated Poisson Observations

    Elhadji Ousseynouu Accrachi, Cherif Ahmat Tidiane Aidara, Ali S. Dabye
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    Abstract

    We consider the problem of parameter estimation by the observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic on the base of agregated observations and we define a Minimum Chi-square Estimator with the help of this statistics. We show this that estimator is consistent and asymptotically normal. We discuss possible generalizations of the obtained results.

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