Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process

DOI10.1007/BF02366585zbMath0882.62079MaRDI QIDQ1364114

A. Ya. Dorogovtsev, Alexander G. Kukush

Publication date: 6 October 1997

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02366585

zbMATH Keywords

detection; Poisson processes

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

62M09: Non-Markovian processes: estimation

62M05: Markov processes: estimation; hidden Markov models

60G35: Signal detection and filtering (aspects of stochastic processes)

Related Items

Estimating the intensity of a cyclic Poisson process in the presence of linear trend

Cites Work

• Non-parametric covariance estimation from irregularly-spaced data
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