Near optimal thresholding estimation of a Poisson intensity on the real line
Near optimal thresholding estimation of a Poisson intensity on the real line
The purpose of this paper is to estimate the intensity of a Poisson process $N$ by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean measure of $N$ with respect to $ndx$ where $n$ is a fixed parameter, is assumed to be non-compactly supported. …