Open Access
2015 Nonparametric estimation of mark’s distribution of an exponential shot-noise process
Paul Ilhe, Éric Moulines, Francois Roueff, Antoine Souloumiac
Electron. J. Statist. 9(2): 3098-3123 (2015). DOI: 10.1214/15-EJS1103

Abstract

In this paper, we consider a nonlinear inverse problem occuring in nuclear science. Gamma rays randomly hit a semiconductor detector which produces an impulse response of electric current. Because the sampling period of the measured current is larger than the mean interarrival time of photons, the impulse responses associated to different gamma rays can overlap: this phenomenon is known as pileup. In this work, it is assumed that the impulse response is an exponentially decaying function. We propose a novel method to infer the distribution of gamma photon energies from the indirect measurements obtained from the detector. This technique is based on a formula linking the characteristic function of the photon density to a function involving the characteristic function and its derivative of the observations. We establish that our estimator converges to the mark density in uniform norm at a polynomial rate. A limited Monte-Carlo experiment is provided to support our findings.

Citation

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Paul Ilhe. Éric Moulines. Francois Roueff. Antoine Souloumiac. "Nonparametric estimation of mark’s distribution of an exponential shot-noise process." Electron. J. Statist. 9 (2) 3098 - 3123, 2015. https://doi.org/10.1214/15-EJS1103

Information

Received: 1 June 2015; Published: 2015
First available in Project Euclid: 20 January 2016

zbMATH: 1334.62050
MathSciNet: MR3450757
Digital Object Identifier: 10.1214/15-EJS1103

Subjects:
Primary: 45Q05 , 60G10 , 62G07 , 62M05

Keywords: $\beta$-mixing , Empirical processes , Lévy-driven Ornstein-Uhlenbeck process , Markov process , nonparametric estimation , Shot-noise

Rights: Copyright © 2015 The Institute of Mathematical Statistics and the Bernoulli Society

Vol.9 • No. 2 • 2015
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