The problem of parameter estimation by observations of inhomogeneous Poisson processes is considered. The method of moments estimator is studied and its stochastic expansion is obtained. This stochastic expansion is then used to obtain the expansion of the moments of this estimator and the expansion of the distribution function. The stochastic expansion, expansion of the moments and the expansion of distribution function are non asymptotic in nature. Several examples are considered.

翻译：考虑了通过观测不相容的 Poisson 过程来估计参数的问题,研究了时间测算器的方法,并获得了其随机扩张。然后,利用这种随机扩张来扩大这个测算器的时间,扩大分布功能。随机扩张、时间扩张和分配功能的扩展在性质上是非无症状的。列举了几个例子。