A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function

DOI10.1080/03610921003615849zbMath1221.62119OpenAlexW2025780889MaRDI QIDQ3006277

Anna E. Dudek, Jacek Leśkow

Publication date: 10 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610921003615849

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Communication networks in operations research (90B18)

Related Items (1)

Block bootstrap for periodic characteristics of periodically correlated time series

Cites Work

• Stochastic ordering and thinning of point processes
• Cox's periodic regression model
• A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model
• Nonparametric inference for a family of counting processes
• Some monotonicity and dependence properties of self-exciting point processes
• Subsampling Variance Estimation for Non‐stationary Spatial Lattice Data
• Bootstrap Confidence Regions for the Intensity of a Poisson Point Process
• A bootstrap for point processes
• Re-colouring the Intensity-Based Bootstrap for Point Processes
• The impact of bootstrap methods on time series analysis

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