We consider the problem of parameter estimation by observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic on the base of aggregated observations and we define a Minimum Chi-square Estimator with the help of this statistics. We show that this estimator is consistent and asymptotically normal. We discuss possible generalizations of the obtained results.
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