Gamma Kernel Intensity Estimation in Temporal Point Processes

DOI10.1080/03610918.2011.563158zbMath1227.62019OpenAlexW1984148117MaRDI QIDQ3102868

Marcello Chiodi, Giulia Marcon, Giada Adelfio

Publication date: 25 November 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.563158

zbMATH Keywords

bounded domainintensity functiongamma kernel estimator

Mathematics Subject Classification ID

Density estimation (62G07) Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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• Consistent cross-validated density estimation
• Remarks on Some Nonparametric Estimates of a Density Function
• Cross-validation in nonparametric estimation of probabilities and probability densities
• Cross-validation in density estimation
• Choosing the window width when estimating a density
• On bias reduction in local linear smoothing
• Stochastic Declustering of Space-Time Earthquake Occurrences
• An Introduction to the Theory of Point Processes
• Probability density function estimation using gamma kernels

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