Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process (Q1364114)
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English | Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process |
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Asymptotic properties of a nonparametric intensity estimator of a nonhomogeneous Poisson process (English)
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6 October 1997
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The intensity of a Poisson process is estimated. This intensity is a known (usually periodic) function of time corrupted by an additional stationary Poisson process. The maximum likelihood relation is used in the estimation procedure. The problem considered is attributable to different applications of Poisson processes in physics, biology, and so on. The estimation of the mean value and correlation function of nonhomogeneous Poisson processes with known period is considered as an example.
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Poisson processes
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detection
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