Estimating the intensity of a cyclic Poisson process in the presence of linear trend

DOI10.1007/S10463-007-0160-2MaRDI QIDQ841017zbMATH OpenOpenAlexFDO

Authors I. Wayan Mangku, Roelof Helmers

Publication date 14 September 2009

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

Full work available at URL https://doi.org/10.1007/s10463-007-0160-2

zbMATH Keywords

consistencyintensity functionnonparametric estimationbiasvariancelinear trendmean-squared errorcyclic Poisson process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

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• On estimation of Poisson intensity functions
• Statistical inference for spatial Poisson processes
• Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process

Cited in

(18)

• Consistency of a kernel-type estimator of the intensity of the cyclic Poisson process with the linear trend
• Predicting a cyclic Poisson process
• Asymptotic approximations to the bias and variance of a kernel-type estimator of the intensity of the cyclic Poisson process with the linear trend
• Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects
• Estimating the period of a cyclic non-homogeneous Poisson process
• Consistent estimation of the intensity function of a cyclic Poisson process.
• Optimisation of linear unbiased intensity estimators for point processes
• Motoneuron membrane potentials follow a time inhomogeneous jump diffusion process
• Estimating the intensity obtained as the product of a periodic function with the linear trend of a non-homogeneous Poisson process
• Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
• Detection of Cyclic Trends in Incidence Data Using the Efficiency Score Method
• Estimation of the variance function of a compound cyclic Poisson process in the presence of linear trend
• Statistical properties of an estimator for the mean function of a compound cyclic Poisson process in the presence of linear trend
• ESTIMATING THE MEAN FUNCTION OF A COMPOUND CYCLIC POISSON PROCESS IN THE PRESENCE OF POWER FUNCTION TREND
• scientific article; zbMATH DE number 50885 (Why is no real title available?)
• scientific article; zbMATH DE number 6307701 (Why is no real title available?)
• scientific article; zbMATH DE number 6400739 (Why is no real title available?)
• Consistent estimation of the distribution function and the density of waiting time of a cyclic POISSON process with linear trend

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