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Limit theorems for extreme value estimates of point processes boundaries
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Limit theorems for extreme value estimates of point processes boundaries

Stéphane Girard and Ludovic Menneteau
2002

Abstract

FUNCTIONAL ESTIMATE CENTRAL LIMIT THEOREM MODERATE DEVIATION PRINCIPLE EXTREME VALUES POISSON PROCESS SHAPE ESTIMATION
We give sufficient conditions to establish central limit theorems and moderate deviation principles for support estimates of Poisson point processes- . The considered estimates write as linear combinations of extreme values of the point process. Our results are illustrated on four particular cases: Haar and trigonometric series estimates, Faber-Shauder estimate and kernel estimate. A hierarchy between these estimators is proposed by comparing their optimal convergence rates.
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