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Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations

Arkin, Bradford L.
; 
Leemis, Lawrence
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.
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2000-07-01
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INFORMS
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Mathematics
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Mathematics
DOI
https://doi.org/10.1287/mnsc.46.7.989.12037
URI
https://scholarworks.wm.edu/handle/internal/1045
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