Counting process intensity estimation by orthogonal wavelet methods

DOI10.3150/bj/1077544601zbMath1040.62075OpenAlexW1982077043MaRDI QIDQ1431541

Prakash N. Patil, Andrew T. A. Wood

Publication date: 10 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1077544601

zbMATH Keywords

smoothnesscounting processmultiplicative intensity modelwavelet thresholdingmean integrated square error

Mathematics Subject Classification ID

Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Non-Markovian processes: estimation (62M09)

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