Doubly Stochastic Poisson Processes
Grandell, Jan.
Doubly Stochastic Poisson Processes [electronic resource] / by Jan Grandell. - XII, 240 p. online resource. - Lecture Notes in Mathematics, 529 0075-8434 ; . - Lecture Notes in Mathematics, 529 .
Definitions and basic properties -- Some miscellaneous results -- Characterization and convergence of non-atomic random measures -- Limit theorems -- Estimation of random variables -- Linear estimation of random variables in stationary doubly stochastic Poisson sequences -- Estimation of second order properties of stationary doubly stochastic Poisson sequences.
9783540382584
10.1007/BFb0077758 doi
Distribution (Probability theory.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2
Doubly Stochastic Poisson Processes [electronic resource] / by Jan Grandell. - XII, 240 p. online resource. - Lecture Notes in Mathematics, 529 0075-8434 ; . - Lecture Notes in Mathematics, 529 .
Definitions and basic properties -- Some miscellaneous results -- Characterization and convergence of non-atomic random measures -- Limit theorems -- Estimation of random variables -- Linear estimation of random variables in stationary doubly stochastic Poisson sequences -- Estimation of second order properties of stationary doubly stochastic Poisson sequences.
9783540382584
10.1007/BFb0077758 doi
Distribution (Probability theory.
Probability Theory and Stochastic Processes.
QA273.A1-274.9 QA274-274.9
519.2