Document Type
Article
Department/Program
Mathematics
Journal Title
Management Science
Pub Date
7-2000
Publisher
INFORMS
Volume
46
Issue
7
First Page
875
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.
Recommended Citation
Arkin, Bradford L. and Leemis, Lawrence, Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations (2000). Management Science, 46(7), 875-1012.
https://doi.org/10.1287/mnsc.46.7.989.12037
DOI
https://doi.org/10.1287/mnsc.46.7.989.12037
Publisher Statement
This version is the accepted (post-print) version of the manuscript.
