Predicting a cyclic Poisson process

DOI10.1007/s10463-012-0349-xzbMath1253.62068OpenAlexW2152720779MaRDI QIDQ1925989

I. Wayan Mangku, Roelof Helmers

Publication date: 27 December 2012

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

Full work available at URL: https://ir.cwi.nl/pub/14643

zbMATH Keywords

consistencyasymptotic normalityconfidence intervalPoisson processcyclic intensity functionprediction upper bound

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Density estimation (62G07) Parametric tolerance and confidence regions (62F25) Asymptotic properties of nonparametric inference (62G20)

Related Items

Prediction in trend-renewal processes for repairable systems

Cites Work

• Confidence regions for the intensity function of a cyclic Poisson process
• Estimating the intensity of a cyclic Poisson process in the presence of linear trend
• Edgeworth series for lattice distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Iterated smoothed bootstrap confidence intervals for population quantiles
• On estimation of Poisson intensity functions
• Consistent estimation of the intensity function of a cyclic Poisson process.
• Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
• Interval prediction for a Poisson process