Estimation of the intensity of a poisson process

DOI10.1080/03610918608812537MaRDI QIDQ3736757zbMATH OpenOpenAlexFDO

Authors Che-Ping Lee

Publication date 1986

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918608812537

zbMATH Keywords

asymptotically unbiasedautoregressive linear regression modelconsistencyinstrumental variable methodinterarrival timesPoisson intensityrecursive least squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A review of some adaptive statistical techniques
• scientific article; zbMATH DE number 3141552 (Why is no real title available?)
• scientific article; zbMATH DE number 3717206 (Why is no real title available?)
• scientific article; zbMATH DE number 3338194 (Why is no real title available?)
• scientific article; zbMATH DE number 3201129 (Why is no real title available?)

Cited in

(14)

• Estimating the intensity of Poisson flows of events by observation of the origins of busy periods
• On estimation of Poisson intensity functions
• On minimax detection of Poisson process intensity
• ESTIMATING THE MEAN AND VARIANCE FUNCTIONS OF A COMPOUND POISSON PROCESS HAVING POWER FUNCTION INTENSITY
• Estimation of interarrival time distribution from short time windows
• scientific article; zbMATH DE number 5595965 (Why is no real title available?)
• scientific article; zbMATH DE number 3967735 (Why is no real title available?)
• scientific article; zbMATH DE number 4030766 (Why is no real title available?)
• Least squares estimation of nonhomogeneous poisson processes
• Timing estimation for a filtered Poisson process in Gaussian noise
• Peak rate of occurrence of a poisson process
• Estimation of Poisson Intensity in the Presence of Dead Time
• Recursive estimation of the parameters of a nonstationary Poisson flow
• Estimating the intensity of a cyclic Poisson process in the presence of linear trend

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