On estimation of Poisson intensity functions

DOI10.1023/A:1003806107972zbMATH Open0946.62076OpenAlexW1983291940MaRDI QIDQ1807958FDOQ1807958

Authors: Roelof Helmers, Ričardas Zitikis 

Publication date: 29 October 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003806107972

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zbMATH Keywords

point processPoisson processlinear Poisson processmodulated Poisson process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Cited In (17)

• Parameter estimation by fixed point of function of information processing intensity
• Local Polynomial Estimation of Poisson Intensities in the Presence of Reporting Delays
• Consistent parametric estimation of the intensity of a spatial-temporal point process
• Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation
• ESTIMATING THE MEAN AND VARIANCE FUNCTIONS OF A COMPOUND POISSON PROCESS HAVING POWER FUNCTION INTENSITY
• Title not available (Why is that?)
• A non-parametric estimator for the doubly periodic Poisson intensity function
• Title not available (Why is that?)
• Estimation of the intensity of a poisson process
• Predicting a cyclic Poisson process
• Estimation of Poisson Intensity in the Presence of Dead Time
• Estimation of the intensity of non-homogeneous point processes via wavelets
• Consistent estimation of the intensity function of a cyclic Poisson process.
• On the estimation of the mean density of random closed sets
• On the estimation of poles in intensity functions
• Estimating the intensity of a cyclic Poisson process in the presence of linear trend
• Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process

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