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

Volume 23 / 1995

Emmanuelle Crétois Applicationes Mathematicae 23 (1995), 247-259 DOI: 10.4064/am-23-3-247-259

Abstract

Let $N_i$, i ≥ 1, be i.i.d. observable Cox processes on [a,b] directed by random measures M_i. Assume that the probability law of the M_i 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).

Authors

  • Emmanuelle Crétois

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