Smoothing counting process intensities by means of kernel functions

DOI10.1214/AOS/1176346152zbMath0514.62050OpenAlexW2071216735MaRDI QIDQ1051373

Henrik Ramlau-Hansen

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346152

zbMATH Keywords

asymptotic normalityempirical distributionuniform consistencycumulative intensitykernel function methodNelson estimatorsmoothing counting process intensities

Mathematics Subject Classification ID

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

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