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.
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|CWI. Probability, Networks and Algorithms [PNA]|
Helmers, R, & Zitikis, R. (1998). On estimation of Poisson intensity functions. CWI. Probability, Networks and Algorithms [PNA]. CWI.