Displaying similar documents to “On the vector process obtained by iterated integration of the telegraph signal.”

Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law

Emmanuelle Crétois (1995)

Applicationes Mathematicae

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Let N i , i ≥ 1, be i.i.d. observable Cox processes on [a,b] directed by random measures Mi. Assume that the probability law of the Mi is completely unknown. Random techniques are developed (we use data from the processes N 1 ,..., N n to construct a partition of [a,b] whose extremities are random) to estimate L(μ,g) = E(exp(-(N(g) - μ(g))) | N - μ ≥ 0).