Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
DOI10.1016/S0047-259X(03)00082-4zbMath1075.62025OpenAlexW1968227404MaRDI QIDQ2486169
Ričardas Zitikis, Roelof Helmers, I. Wayan Mangku
Publication date: 5 August 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0047-259x(03)00082-4
Poisson processVarianceNonparametric estimationConsistencyBiasPeriodIntensity functionMean-squared errorPoint process
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (7)
Cites Work
- An introduction to the theory of point processes
- Statistical inference for spatial Poisson processes
- On estimation of Poisson intensity functions
- Consistent estimation of the intensity function of a cyclic Poisson process.
- A course on point processes
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