ON ESTIMATION OF THE INTENSITY DENSITY FUNCTION OF A POISSON RANDOM FIELD OUTSIDE THE OBSERVATION REGION

摘要

A Poisson random field with intensity density function λ(x)/ε is observed in a bounded region G is contained in R~d. It is supposed that the unknown function λ belongs to a known class of entire functions. The parameter ε is supposed to be known. The problem is to estimate the value λ(x) at the points x is not an element of G. An asymptotic setup of the problem as ε → 0 is considered. Bibliography: 13 titles.