Nonparametric estimation of intensities of nonhomogeneous Poisson processes
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Cites work
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- Hedging and Maxmin
- scientific article; zbMATH DE number 3870398 (Why is no real title available?)
- Martingales on Jump Processes. I: Representation Results
- Martingales on Jump Processes. II: Applications
- Nonparametric inference for a family of counting processes
- On the amount of noise inherent in bandwidth selection for a kernel density estimator
- Smoothing counting process intensities by means of kernel functions
- Statistical analysis of counting processes
Cited in
(42)- Limit theorems for global measures of deviation of kernel estimates for the intensity functions of inhomogeneous Poisson processes
- Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process
- An algorithm for nonparametric Bayesian estimation of a Poisson intensity
- Estimation for nonhomogeneous Poisson processes from aggregated data
- Estimating the intensity of a random measure by histogram type estimators
- Poisson intensity estimation with reproducing kernels
- Mean squared errors of estimators of the intensity function of a nonhomogeneous Poisson process
- Some problems in nonparametric inference for the stress release process related to the local time
- Intensity estimation of non-homogeneous Poisson processes from shifted trajectories
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
- On properties of estimators in nonregular situations for Poisson processes
- Nonparametric estimation for a compound Poisson process governed by a Markov chain
- The actual calculation of the maximum likelihood function of the intensity of an inhomogeneous Poisson field
- Gamma kernel intensity estimation in temporal point processes
- Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations
- scientific article; zbMATH DE number 3885156 (Why is no real title available?)
- Operator-based intensity functions for the nonhomogeneous Poisson process
- scientific article; zbMATH DE number 4147315 (Why is no real title available?)
- Local Polynomial Estimation of Poisson Intensities in the Presence of Reporting Delays
- A Kernel Method for Smoothing Point Process Data
- Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes
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- scientific article; zbMATH DE number 4036994 (Why is no real title available?)
- Isotonic estimation of the intensity of a nonhomogeneous Poisson process: The multiple realization setup
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- Vitesse de convergence des estimateurs a noyau pour l'intensite d'un processus ponctuel
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- Nonparametric estimation of the intensity function of a recurrent event process
- A Note on Empirical Process Methods in the Theory of Poisson Point Processes
- Asymptotic properties of nonparametric intensity estimation for replicated spatial point patterns
- A maximum likelihood estimator of an inhomogeneous Poisson point processes intensity using beta splines
- Nonparametric inference of doubly stochastic Poisson process data via the kernel method
- Nonparametric Estimation of Multiplicative Counting Process Intensity Functions with an Application to the Beijing SARS Epidemic
- On the superposition of overlapping Poisson processes and nonparametric estimation of their intensity function
- Unfolding intensity function of a Poisson process in models with approximately specified folding operator.
- Estimation of the intensity of non-homogeneous point processes via wavelets
- A non-parametric estimator for the doubly periodic Poisson intensity function
- Nonparametric hypothesis testing for intensity of the Poisson process
- Asymptotic optimality of the least-squares cross-validation bandwidth for kernel estimates of intensity functions
- Rate-optimal Bayesian intensity smoothing for inhomogeneous Poisson processes
- A penalty method for nonparametric estimation of the intensity function of a counting process
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