Counting process intensity estimation by orthogonal wavelet methods

DOI10.3150/bj/1077544601zbMath1040.62075MaRDI QIDQ1431541

Prakash N. Patil, Andrew T. A. Wood

Publication date: 10 June 2004

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3150/bj/1077544601

zbMATH Keywords

smoothness; counting process; multiplicative intensity model; wavelet thresholding; mean integrated square error

Mathematics Subject Classification ID

62G07: Density estimation

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62M09: Non-Markovian processes: estimation

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