Abstract
We perform the renewal of a Poisson field at a point on the basis of its values generated by a monotonically increasing curve. We obtain the best mean-square estimate and its error.
References
A. M. Kagan, Yu. V. Linnik, and K. R. Rao, Characterization Problems in Mathematical Statistics [in Russian], Nauka, Moscow (1971).
R. Sh. Liptser and A. N. Shiryaev, Statistics of Random Processes [in Russian], Nauka, Moscow (1974).
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Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 9, pp. 1272–1277, September, 1998.
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Zolota, A.V., Shevlyakov, A.Y. On the problem of renewal of a Poisson field on a plane. Ukr Math J 50, 1454–1460 (1998). https://doi.org/10.1007/BF02525252
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DOI: https://doi.org/10.1007/BF02525252