Estimating the Intensity of a Poisson Process.

Abstract

A linear estimator minimizing the expected average mean square error is derived. This is generalized by adding to the criterion a multiple of the expected average squared pth difference. This leads to splines. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA049689

Entities

People

  • G. S. Watson

Organizations

  • Princeton University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Databases
  • Estimators
  • Fourier Analysis
  • Information Processing
  • Information Science
  • Integrals
  • Intensity
  • New York
  • Probability
  • Probability Distributions
  • Sequences
  • Stationary Processes
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Statistical inference.