Estimation for nonhomogeneous Poisson processes from aggregated data

DOI10.1016/S0167-6377(03)00027-0zbMath1020.62074WikidataQ131617036 ScholiaQ131617036MaRDI QIDQ1400348

Shane G. Henderson

Publication date: 13 August 2003

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

nonstationary Poisson process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Inference for type-I and type-II hybrid censored minimal repair and record data ⋮ Modeling and Simulation of Nonstationary Non-Poisson Arrival Processes ⋮ Explicit moments for a class of micro-models in non-life insurance

Uses Software

• KernSmooth

Cites Work

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• Simulation of nonhomogeneous poisson processes by thinning
• Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations
• Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process
• Modeling Time-Dependent Arrivals to Service Systems: A Case in Using a Piecewise-Polynomial Rate Function in a Nonhomogeneous Poisson Process
• On the histogram as a density estimator:L 2 theory
• Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior
• Statistical Analysis of Non-stationary Series of Events in a Data Base System
• Least squares estimation of nonhomogeneous poisson processes
• Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects

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