A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model

DOI10.1016/0167-7152(89)90093-XzbMath0677.62080OpenAlexW2138048660MaRDI QIDQ1123521

Jacek Leśkow

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90093-x

zbMATH Keywords

asymptotic normalitymixing propertyperiodic functionmultiplicative intensity modelhistogram estimatorkernel regularization of the sieve-based maximum likelihood estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)

Related Items

A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function

Cites Work

• Inference for earthquake models: A self-correcting model
• Smoothing counting process intensities by means of kernel functions
• Averaged shifted histograms: Effective nonparametric density estimators in several dimensions
• Cox's periodic regression model
• Point processes and queues. Martingale dynamics
• Nonparametric inference for a family of counting processes
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