Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
Publication:2486169
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
Poisson process; Variance; Nonparametric estimation; Consistency; Bias; Period; Intensity function; Mean-squared error; Point process
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
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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