Cramer-Rao Bound for the Time-Varying Poisson

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.

Mathematics Computer Science

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Cramer-Rao Bound for the Time-Varying Poisson

Semantic Scholar · Mathematics · 2022

Abstract

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.

Source of record · Semantic Scholar

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