scientific article

zbMath0516.62088MaRDI QIDQ3664265

D. Vere-Jones

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

consistencyGaussian processfrequency estimationcentral limit theoremasymptotic varianceperiodogramnonhomogeneous Poisson processcounting processasymptotic covariance matrixmaximum likelihood theoryBartlett periodogram

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15) Markov processes: estimation; hidden Markov models (62M05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Estimating the intensity of a cyclic Poisson process in the presence of linear trend ⋮ The first and second order moment structure of an inhomogeneous gamma point process ⋮ Histogram maximum likelihood estimator in the multiplicative intensity model ⋮ A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model ⋮ On estimation errors in optical communication and location ⋮ Confidence regions for the intensity function of a cyclic Poisson process ⋮ Pricing catastrophe risk bonds: a mixed approximation method ⋮ Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data ⋮ Recursive estimation of intensity function of a Poisson random field ⋮ Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process ⋮ Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process ⋮ A non-parametric estimator for the doubly periodic Poisson intensity function ⋮ Estimation of frequency by random sampling ⋮ On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data ⋮ Consistent estimation of the intensity function of a cyclic Poisson process.

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