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Modelling non‐homogeneous Poisson processes with almost periodic intensity functions

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  • Nan Shao
  • Keh‐Shin Lii

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  • Nan Shao & Keh‐Shin Lii, 2011. "Modelling non‐homogeneous Poisson processes with almost periodic intensity functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 99-122, January.
    • Handle: RePEc:bla:jorssb:v:73:y:2011:i:1:p:99-122
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    File URL: http://hdl.handle.net/10.1111/j.1467-9868.2010.00758.x
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    References listed on IDEAS

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    1. Helmers, Roelof & Mangku, I. Wayan & Zitikis, Ricardas, 2005. "Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 1-23, January.
    2. Robert F. Engle, 2000. "The Econometrics of Ultra-High Frequency Data," Econometrica, Econometric Society, vol. 68(1), pages 1-22, January.
    3. Helmers, Roelof & Wayan Mangku, I. & Zitikis, Ricardas, 2003. "Consistent estimation of the intensity function of a cyclic Poisson process," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 19-39, January.
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    Cited by:

    1. Rodrigo Saul Gaitan & Keh‐Shin Lii, 2021. "On the Estimation of Periodicity or Almost Periodicity in Inhomogeneous Gamma Point‐Process Data," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(5-6), pages 711-736, September.

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