State Estimation for Cox Processes with Unknown Probability Law

摘要

This reprint describes techniques developed for approximation of state estimators using data from the processes N sub 1,...,N sub n to estimate necessary attributes of the unknown probability law of the time M sub i. The techniques are based on representation of the state estimators in terms of reduced Palm distributions of the N sub i and on estimation of these Palm distributions. Estimators of Palm distributions are shown to be strongly consistent and asymptotically normal.