NPPMLE and NPPSIM: Software for estimating and simulating nonhomogeneous Poisson processes having cyclic behavior

DOI10.1016/0167-6377(94)90087-6MaRDI QIDQ1342275zbMATH OpenOpenAlexFDO

Authors Mary A. Johnson, James R. Wilson, Sang Hoon Lee

Publication date 26 March 1995

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(94)90087-6

zbMATH Keywords

maximum-likelihood estimationnonhomogeneous Poisson processesthinning

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to probability theory (60-04) Special processes (60K99) Inference from stochastic processes (62M99)

Recommendations

• Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects
• Simulating nonhomogeneous poisson processes with proportional intensities
• Least squares estimation of nonhomogeneous poisson processes
• Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations
• Non-parametric Estimation for NHPP Software Reliability Models

Cites work

• Experimental Evaluation of a Procedure for Estimating Nonhomogeneous Poisson Processes Having Cyclic Behavior
• scientific article; zbMATH DE number 3942888 (Why is no real title available?)
• Modeling and simulation of a nonhomogeneous poisson process having cyclic behavior

Cited in

(5)

• Estimating effective capacity in Erlang loss systems under competition
• Simulating nonhomogeneous poisson processes with proportional intensities
• Least squares estimation of nonhomogeneous poisson processes
• Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects
• MNO--PQRS

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