Cramer-Rao Bound for the Time-Varying Poisson

Xinhui Rong; Victor Solo

ICASSP 2022accepted0 citations

Cramer-Rao Bound for the Time-Varying Poisson

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.

BibTeX

@inproceedings{icassp2022_cramerraoboundfo,
  title = {Cramer-Rao Bound for the Time-Varying Poisson},
  author = {Xinhui Rong and Victor Solo},
  booktitle = {ICASSP 2022},
  year = {2022}
}