Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process

DOI10.1016/S0047-259X(03)00082-4zbMath1075.62025MaRDI QIDQ2486169

Ričardas Zitikis, Roelof Helmers, I. Wayan Mangku

Publication date: 5 August 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00082-4

zbMATH Keywords

Poisson process; Variance; Nonparametric estimation; Consistency; Bias; Period; Intensity function; Mean-squared error; Point process

Mathematics Subject Classification ID

62G07: Density estimation

62G20: Asymptotic properties of nonparametric inference

62M09: Non-Markovian processes: estimation

62M05: Markov processes: estimation; hidden Markov models

62M99: Inference from stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

Related Items

Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process, Confidence regions for the intensity function of a cyclic Poisson process, Estimation of the intensity of non-homogeneous point processes via wavelets, A non-parametric estimator for the doubly periodic Poisson intensity function, Estimating the intensity of a cyclic Poisson process in the presence of linear trend, Predicting a cyclic Poisson process, Adaptive policies for perimeter surveillance problems

Cites Work

• An introduction to the theory of point processes
• Statistical inference for spatial Poisson processes
• On estimation of Poisson intensity functions
• Consistent estimation of the intensity function of a cyclic Poisson process.
• A course on point processes
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