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.

, , , ,
CWI
CWI. Probability, Networks and Algorithms [PNA]

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