Author： Privault Nicolas Réveillac Anthony
Publisher： Springer Publishing Company
ISSN： 1387-0874
Source： Statistical Inference for Stochastic Processes, Vol.12, Iss.1, 2009-02, pp. : 37-53
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Abstract
We construct superefficient estimators of Stein type for the intensity parameter λ > 0 of a Poisson process, using integration by parts and superharmonic functionals on the Poisson space.
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