Estimating the intensity of a cyclic Poisson process in the presence of linear trend

DOI10.1007/s10463-007-0160-2zbMath1332.62285OpenAlexW1975483551MaRDI QIDQ841017

I. Wayan Mangku, Roelof Helmers

Publication date: 14 September 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-007-0160-2

zbMATH Keywords

consistencyvariancebiasnonparametric estimationmean-squared errorintensity functionlinear trendcyclic Poisson process

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (5)

Statistical properties of an estimator for the mean function of a compound cyclic Poisson process in the presence of linear trend ⋮ Predicting a cyclic Poisson process ⋮ Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process ⋮ Unnamed Item ⋮ Optimisation of linear unbiased intensity estimators for point processes

Cites Work

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• Statistical inference for spatial Poisson processes
• Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process
• A robust heuristic estimator for the period of a Poisson intensity function
• On estimation of Poisson intensity functions
• Consistent estimation of the intensity function of a cyclic Poisson process.
• Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
• Asymptotic Properties of an Intensity Estimator of an Inhomogeneous Poisson Process in a Combined Model

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