Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process
type: Item
instance of: scholarly article
title: Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process
zbMATH Open document ID: 0882.62079
DOI: 10.1007/BF02366585
published in: Cybernetics and Systems Analysis
publication date: 1997-10-06T00:00:00Z
review text: The intensity of a Poisson process is estimated. This intensity is a known (usually periodic) function of time corrupted by an additional stationary Poisson process. The maximum likelihood relation is used in the estimation procedure. The problem considered is attributable to different applications of Poisson processes in physics, biology, and so on. The estimation of the mean value and correlation function of nonhomogeneous Poisson processes with known period is considered as an example.
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 1051135
zbMATH Keywords: Poisson processes
zbMATH Keywords: detection
author: A. Ya. Dorogovtsev
author: A. Kukush
MaRDI profile type: Publication
cites work: Q3810682
cites work: Q3796572
cites work: Q3934129
cites work: Q3218622
cites work: Non-parametric covariance estimation from irregularly-spaced data
full work available at URL: https://doi.org/10.1007/bf02366585
OpenAlex ID: W1977693692
description: scientific article; zbMATH DE number 1051135