On the estimation of intensities in a stochastic process generated by a stochastic intensity sequence

1 June 1972

journal article
Published by Cambridge University Press (CUP) in Journal of Applied Probability

Vol. 9 (3) , 542-556
https://doi.org/10.2307/3212324

Abstract

A stationary doubly stochastic Poisson sequence is considered. Asymptotic properties of the best linear estimates of the intensities are investigated.

Keywords

ASYMPTOTIC
STOCHASTIC INTENSITY
ESTIMATES OF THE INTENSITIES
LINEAR ESTIMATES
POISSON SEQUENCE
DOUBLY STOCHASTIC

This publication has 3 references indexed in Scilit:

On stochastic processes generated by a stochastic intensity function
Scandinavian Actuarial Journal, 1971
Toeplitz Forms and Their Applications
Physics Today, 1958
On Toeplitz forms and stationary processes
Arkiv för Matematik, 1952