'Poisson case' diaporamas de présentation

Inference . Estimates stationary p.p. {N(t)}, rate p N , observed for 0<t<T

Inference . Estimates stationary p.p. {N(t)}, rate p N , observed for 0<t<T First-order. Asymptotically normal. Theorem . Suppose cumulant spectra bounded, then N(T) is asymptotically N(Tp N , 2 ? Tf 2 (0)). Proof. The normal is determined by its moments. Second-order.

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