Nonparametric estimation of the cumulative intensity function for a nonhomogeneous Poisson process from overlapping realizations

Management Science

Volumn 46, Issue 7, 2000, Pages 989-998

  Arkin, Bradford L ^a   Leemis, Lawrence M ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; MONTE CARLO METHODS; POISSON DISTRIBUTION;

CUMULATIVE INTENSITY FUNCTION; NONPARAMETRIC ESTIMATION;

RANDOM PROCESSES;

EID: 0034224689     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.46.7.989.12037     Document Type: Article

References (5)

1. Cinlar, E. 1975. Introduction to Stochastic Processes. Prentice-Hall, Englewood Cliffs, NJ.
2. Klein, R. W., S. D. Roberts. 1984. A time-varying Poisson arrival process generator. Simulation 43(4) 193-195.
3. Leemis, L. M. 1991. Nonparametric estimation of the cumulative intensity function for a nonhomogeneous Poisson process. Management Sci 37(7) 886-900.
4. Nelson, W. 1990. Hazard plotting of left truncated life data. J. Quality Tech. 22(3) 230-232.
5. Zaino Jr., N. A., T. M. Berke. 1992. Determining the effectiveness of run-in: A case study in the analysis of repairable-system data. Proc. Ann. Reliability and Maintainability Sympos., IEEE, New York 58-70.