Functional estimation of the random rate of a Cox process

DOI10.1007/s11009-010-9173-zzbMath1241.62118OpenAlexW2003150018MaRDI QIDQ430885

Nuria Ruiz-Fuentes, Paula R. Bouzas, Ana M. Aguilera

Publication date: 26 June 2012

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10481/72977

zbMATH Keywords

functional data analysisfunctional principal component analysismonotone piecewise cubic interpolation

Mathematics Subject Classification ID

Related Items (1)

Forecasting counting and time statistics of compound Cox processes: a focus on intensity phase type process, deletions and simultaneous events

Uses Software

• fda (R)
• pchip

Cites Work

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• Principal component estimation of functional logistic regression: discussion of two different approaches
• Computational approaches to estimation in the principal component analysis of a stochastic process
• Statistical models based on counting processes
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