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

DOI10.1007/S10463-007-0160-2zbMATH Open1332.62285OpenAlexW1975483551MaRDI QIDQ841017FDOQ841017

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

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• ESTIMATING THE MEAN FUNCTION OF A COMPOUND CYCLIC POISSON PROCESS IN THE PRESENCE OF POWER FUNCTION TREND

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)

Cites Work

• Statistical inference for spatial Poisson processes
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• Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process
• Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model
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• A robust heuristic estimator for the period of a Poisson intensity function
• 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
• On estimation of Poisson intensity functions

Cited In (13)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects
• Estimating the Period of a Cyclic Non‐Homogeneous Poisson Process
• Statistical properties of an estimator for the mean function of a compound cyclic Poisson process in the presence of linear trend
• Optimisation of linear unbiased intensity estimators for point processes
• ESTIMATING THE MEAN FUNCTION OF A COMPOUND CYCLIC POISSON PROCESS IN THE PRESENCE OF POWER FUNCTION TREND
• Title not available (Why is that?)
• Detection of Cyclic Trends in Incidence Data Using the Efficiency Score Method
• Predicting a cyclic Poisson process
• 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

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