Article
Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations
Management Science
Document Type
Article
Department/Program
Mathematics
Pub Date
7-1-2000
Publisher
INFORMS
Abstract
A nonparametric technique for estimating the cumulative intensity function of a nonhomogeneous Poisson process from one or more realizations on an interval is extended here to include realizations that overlap. This technique does not require any arbitrary parameters from the modeler, and the estimated cumulative intensity function can be used to generate a point process for simulation by inversion.
DOI
https://doi.org/10.1287/mnsc.46.7.989.12037
Disciplines
Citation Information
Bradford L. Arkin and Lawrence Leemis. "Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations" Management Science Vol. 46 Iss. 7 (2000) p. 875 - 1012 Available at: http://works.bepress.com/lawrence-leemis/12/
This version is the accepted (post-print) version of the manuscript.