论文标题

关于在泊松观测的情况下,MME的非渐近扩张

On Non Asymptotic Expansion of the MME in the Case of Poisson Observations

论文作者

Chernoyarov, O. V., Dabye, A. S., Diop, F. N., Kutoyants, Yu. A.

论文摘要

通过观察不均匀的泊松过程的参数估计问题。研究了矩估计器的方法,并获得了其随机扩展。然后使用此随机扩展来获得该估计量矩的扩展和分布函数的扩展。本质上,随机扩张,矩的扩展和分布功能的扩展是非渐进的。考虑了几个例子。

The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the expansion of the moments of this estimator and the expansion of the distribution function. The stochastic expansion, expansion of the moments and the expansion of distribution function are non asymptotic in nature. Several examples are considered.

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