Estimating the intensity of a cyclic Poisson process in the presence of linear trend
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DOI: 10.1007/s10463-007-0160-2
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- 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.
- Roelof Helmers & Ričardas Zitikis, 1999. "On Estimation of Poisson Intensity Functions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 51(2), pages 265-280, June.
- Mark Bebbington & Ričardas Zitikis, 2004. "A Robust Heuristic Estimator for the Period of a Poisson Intensity Function," Methodology and Computing in Applied Probability, Springer, vol. 6(4), pages 441-462, December.
- 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:
- Eduard Belitser & Paulo Serra & Harry Van Zanten, 2013. "Estimating the Period of a Cyclic Non-Homogeneous Poisson Process," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 204-218, June.
- Roelof Helmers & I. Mangku, 2012. "Predicting a cyclic Poisson process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(6), pages 1261-1279, December.
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Keywords
Cyclic Poisson process; Intensity function; Linear trend; Nonparametric estimation; Consistency; Bias; Variance; Mean-squared error;All these keywords.
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