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CRAMER-RAO BOUND FOR THE TIME-VARYING POISSON

Xinhui Rong, Victor Solo

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    Length: 00:13:30
11 May 2022

Point processes are finding increasing applications in neuroscience, genomics, and social media. But basic modelling properties are little studied. Here we consider a periodic time-varying Poisson model and develop the asymptotic Cramer-Rao bound. We also develop, for the first time, a maximum likelihood algorithm for parameter estimation.

Tags:
periodic intensity
mle
asymptotic rate
cramer-rao bound
point process