Estimation of the intensity of non-homogeneous point processes via wavelets
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Publication:652617
DOI10.1007/s10463-010-0283-8zbMath1230.62114OpenAlexW2014342006MaRDI QIDQ652617
José Carlos Simon de Miranda, Pedro Alberto Morettin
Publication date: 14 December 2011
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-010-0283-8
Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: estimation (62M09) Numerical methods for wavelets (65T60)
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Testing independence between two nonhomogeneous point processes in time ⋮ Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation ⋮ Non-homogeneous Poisson process intensity modeling and estimation using measure transport
Cites Work
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