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Volumn 4, Issue 4, 2007, Pages 481-492

A non-parametric estimator for the doubly periodic Poisson intensity function

Author keywords

Asymptotic normality; Bias; Consistency; Doubly periodic Poisson process; Mean squared error; Non parametric estimation; Periodic intensity function; Poisson process; Variance

Indexed keywords


EID: 34548524065     PISSN: 15723127     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.stamet.2007.02.002     Document Type: Article
Times cited : (9)

References (22)
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    • On estimating the period of a cyclic Poisson process
    • Mathematical Statistics and Applications: Festschrift for Constance van Eeden. Moore M., Froda S., and Leger C. (Eds)
    • Helmers R., and Mangku I.W. On estimating the period of a cyclic Poisson process. Mathematical Statistics and Applications: Festschrift for Constance van Eeden. In: Moore M., Froda S., and Leger C. (Eds). IMS Lecture Notes-monograph Series vol. 42 (2003) 345-356
    • (2003) IMS Lecture Notes-monograph Series , vol.42 , pp. 345-356
    • Helmers, R.1    Mangku, I.W.2
  • 9
    • 0037288739 scopus 로고    scopus 로고
    • Consistent estimation of the intensity function of a cyclic Poisson process
    • Helmers R., Mangku I.W., and Zitikis R. Consistent estimation of the intensity function of a cyclic Poisson process. Journal of Multivariate Analysis 84 (2003) 19-39
    • (2003) Journal of Multivariate Analysis , vol.84 , pp. 19-39
    • Helmers, R.1    Mangku, I.W.2    Zitikis, R.3
  • 10
    • 6444242916 scopus 로고    scopus 로고
    • Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process
    • Helmers R., Mangku I.W., and Zitikis R. Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process. Journal of Multivariate Analysis 92 (2005) 1-23
    • (2005) Journal of Multivariate Analysis , vol.92 , pp. 1-23
    • Helmers, R.1    Mangku, I.W.2    Zitikis, R.3
  • 14
    • 0004023239 scopus 로고
    • Lewis P.A.W. (Ed), Wiley, New York
    • In: Lewis P.A.W. (Ed). Stochastic Point Processes (1972), Wiley, New York
    • (1972) Stochastic Point Processes
  • 15
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    • Y. Lu, On periodic and Markovian non-homogeneous Poisson processes and their application in risk theory, Ph.D. Thesis, Concordia University, Montreal, 2005
  • 16
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    • Doubly periodic non-homogeneous Poisson models for hurricane data
    • Lu Y., and Garrido J. Doubly periodic non-homogeneous Poisson models for hurricane data. Statistical Methodology 2 (2005) 17-35
    • (2005) Statistical Methodology , vol.2 , pp. 17-35
    • Lu, Y.1    Garrido, J.2
  • 17
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    • Regime-switching periodic non-homogeneous Poisson processes
    • Lu Y., and Garrido J. Regime-switching periodic non-homogeneous Poisson processes. North American Actuarial Journal 10 4 (2006) 235-248
    • (2006) North American Actuarial Journal , vol.10 , Issue.4 , pp. 235-248
    • Lu, Y.1    Garrido, J.2
  • 18
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    • I.W. Mangku, Estimating the intensity of a cyclic Poisson process, Ph.D. Thesis, University of Amsterdam, Amsterdam, 2001
  • 22
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    • On the estimation of frequency in point-process data
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    • (1982) Journal of Applied Probability , vol.19 A , pp. 383-394
    • Vere-Jones, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.