On estimation of Poisson intensity functions
Under the presence of only one realization, we consider a computationally simple algorithm for estimating the intensity function of a Poisson process with exponential quadratic and cyclic of fixed frequency trends. We argue that the algorithm can successfully be used to estimate any Poisson intensity function provided that it has a parametric form.
|Point processes (msc 60G55), Estimation (msc 62G05), Density estimation (msc 62G07), Asymptotic properties (msc 62G20), Spatial processes (msc 62M30)|
|CWI. Probability, Networks and Algorithms [PNA]|
Helmers, R, & Zitikis, R. (1998). On estimation of Poisson intensity functions. CWI. Probability, Networks and Algorithms [PNA]. CWI.