Asymptotic efficiency of statistical estimates in a compound Poisson model
Authors:
O. G. Kukush and Yu. S. Mishura
Translated by:
Yu. Mishura
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom 68 (2003).
Journal:
Theor. Probability and Math. Statist. 68 (2004), 6780
MSC (2000):
Primary 62F10, 62F12, 60G55
Published electronically:
June 10, 2004
MathSciNet review:
2000396
Fulltext PDF Free Access
Abstract 
References 
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Additional Information
Abstract: We consider maximum likelihood statistical estimates for the number of individuals in a biological population modelled by a compound Poisson process. We prove the local asymptotic normality and asymptotic efficiency of the estimates.
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Additional Information
O. G. Kukush
Affiliation:
Department of Mathematical Analysis, Faculty for Mathematics and Mechanics, Kyiv National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv–127 03127, Ukraine
Email:
Alexander_Kukush@univ.kiev.ua
Yu. S. Mishura
Affiliation:
Department of Mathematical Analysis, Faculty for Mathematics and Mechanics, Kyiv National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv–127 03127, Ukraine
Email:
myus@univ.kiev.ua
DOI:
http://dx.doi.org/10.1090/S0094900004006076
PII:
S 00949000(04)006076
Keywords:
Compound Poisson process,
statistical estimates,
asymptotic efficiency,
local asymptotic normality
Received by editor(s):
May 7, 2002
Published electronically:
June 10, 2004
Additional Notes:
The work is partially supported by INTAS grant No. 9900016.
Article copyright:
© Copyright 2004
American Mathematical Society
