Predicting a cyclic Poisson process

DOI10.1007/S10463-012-0349-XMaRDI QIDQ1925989zbMATH OpenOpenAlexFDO

Authors Roelof Helmers, I. Wayan Mangku

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

asymptotic normalityconfidence intervalconsistencyPoisson processcyclic intensity functionprediction upper bound

Mathematics Subject Classification ID

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

Recommendations

• Publication:5753418
• Prediction in a Poisson cluster model
• Bayesian prediction in doubly stochastic Poisson process
• Consistent estimation of the intensity function of a cyclic Poisson process.
• Estimating the intensity of a cyclic Poisson process in the presence of linear trend

Cites work

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

Cited in

(1)

• Prediction in trend-renewal processes for repairable systems

This page was built for publication: Predicting a cyclic Poisson process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1925989)