Estimation of a regression function on a Poisson process

DOI10.1016/0167-7152(87)90058-7MaRDI QIDQ1102660zbMATH OpenOpenAlexFDO

Authors Galaye Dia

Publication date 1987

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(87)90058-7

zbMATH Keywords

fixed-bandwidth regressogram estimatorpoint processPoisson processsufficient conditions of weak consistencysuperposition

Mathematics Subject Classification ID

Nonparametric estimation (62G05) General nonlinear regression (62J02) Non-Markovian processes: estimation (62M09)

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(11)

• Nonparametric estimation of regression functions in point process models
• Time series with Poisson point process.
• Non-parametric Poisson regression from independent and weakly dependent observations by model selection
• Nonparametric regression estimation onto a Poisson point process covariate
• An estimation method for high dimension Poisson regression models
• Estimation of a regression function on a point process and its application to financial ruin risk forecast
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• Minimax regression estimation for Poisson coprocess
• Penalized maximum likelihood estimation for a function of the intensity of a Poisson point process
• Modelling the mean of a doubly stochastic Poisson process by functional data analysis

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