Intensity estimation of non-homogeneous Poisson processes from shifted trajectories

DOI10.1214/13-EJS794zbMath1337.62200arXiv1105.3625OpenAlexW2951435509MaRDI QIDQ1951141

Jérémie Bigot, Thierry Klein, Clément Marteau, Sébastien Gadat

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.3625

zbMATH Keywords

Besov spacedeconvolutionadaptive estimationMeyer waveletsPoisson processesminimax raterandom shiftsintensity estimation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

Related Items (6)

Concentration inequalities for Poisson point processes with application to adaptive intensity estimation ⋮ Nonparametric Estimation of Service Time Characteristics in Infinite-Server Queues with Nonstationary Poisson Input ⋮ Bayesian methods for the shape invariant model ⋮ Cytometry inference through adaptive atomic deconvolution ⋮ Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation ⋮ Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution

Uses Software

• WaveLab
• WaveD

Cites Work

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