Predicting a cyclic Poisson process

DOI10.1007/S10463-012-0349-XzbMATH Open1253.62068OpenAlexW2152720779MaRDI QIDQ1925989FDOQ1925989

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

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)

Cites Work

• Iterated smoothed bootstrap confidence intervals for population quantiles
• Approximate distributions of order statistics. With applications to nonparametric statistics
• 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
• Confidence regions for the intensity function of a cyclic Poisson process
• On estimation of Poisson intensity functions
• 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

Cited In (1)

• Prediction in trend-renewal processes for repairable systems

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