Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process

DOI10.1111/j.1467-9469.2012.00806.xzbMath1328.62510OpenAlexW2155965892MaRDI QIDQ4923050

Harry van Zanten, Eduard Belitser, Paulo Serra

Publication date: 5 June 2013

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

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2012.00806.x

zbMATH Keywords

ergodic theoremidentifiabilitysemi-parametric estimationm-estimator non-homogeneous Poisson processperiod intensityperiodic estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes

Cites Work

• Confidence regions for the intensity function of a cyclic Poisson process
• Estimating the intensity of a cyclic Poisson process in the presence of linear trend
• Statistical inference for spatial Poisson processes
• A robust heuristic estimator for the period of a Poisson intensity function
• Weak convergence and empirical processes. With applications to statistics
• Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
• Statistical Analysis of a Telephone Call Center
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