Hilbert space valued generalized random processes. II.
Seleši, Dora (2007)
Novi Sad Journal of Mathematics
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Hilbert space valued generalized random processes. II.
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Let , 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 ,..., 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).
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